Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 166'723 | 75'000 | 167'257 | 75'000 | 41'038 CHF | 19'153 CHF | 100.00% | 100.00% |
19.11.2024 | 4.64% | 0.23 CHF | 0.24 CHF | 167'916 | 75'000 | 168'439 | 75'000 | 36'934 CHF | 17'227 CHF | 99.40% | 99.40% |
18.11.2024 | 4.64% | 0.24 CHF | 0.25 CHF | 167'435 | 75'000 | 168'330 | 75'000 | 39'009 CHF | 18'208 CHF | 100.00% | 100.00% |
15.11.2024 | 4.20% | 0.25 CHF | 0.27 CHF | 167'275 | 75'000 | 165'047 | 75'000 | 47'696 CHF | 22'607 CHF | 100.00% | 100.00% |
14.11.2024 | 3.87% | 0.32 CHF | 0.33 CHF | 164'103 | 75'000 | 165'513 | 75'000 | 46'928 CHF | 22'118 CHF | 58.57% | 58.57% |
13.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 149'724 | 74'442 | 51'876 CHF | 26'593 CHF | 99.32% | 99.32% |
12.11.2024 | 2.92% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 134'284 | 75'000 | 52'038 CHF | 29'953 CHF | 100.00% | 100.00% |
11.11.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 118'810 | 75'000 | 52'159 CHF | 33'826 CHF | 100.00% | 100.00% |
08.11.2024 | 2.57% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 112'075 | 75'000 | 51'985 CHF | 35'729 CHF | 100.00% | 100.00% |
07.11.2024 | 2.39% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 94'690 | 72'407 | 52'871 CHF | 41'354 CHF | 99.13% | 99.13% |