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 | 3.10% | 0.31 CHF | 0.32 CHF | 162'105 | 50'000 | 158'605 | 50'000 | 50'466 CHF | 16'411 CHF | 100.00% | 100.00% |
19.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 165'657 | 50'000 | 164'275 | 50'000 | 49'536 CHF | 15'581 CHF | 85.48% | 85.48% |
18.11.2024 | 4.01% | 0.31 CHF | 0.32 CHF | 164'550 | 50'000 | 165'728 | 43'384 | 49'483 CHF | 13'469 CHF | 100.00% | 100.00% |
15.11.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 171'549 | 50'000 | 176'189 | 50'000 | 49'062 CHF | 14'433 CHF | 90.78% | 90.78% |
14.11.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 183'281 | 50'000 | 187'725 | 50'000 | 47'834 CHF | 13'244 CHF | 99.27% | 99.27% |
13.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 185'293 | 50'000 | 183'763 | 49'436 | 46'939 CHF | 13'126 CHF | 99.40% | 99.40% |
12.11.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 180'779 | 50'000 | 177'033 | 50'000 | 47'998 CHF | 14'057 CHF | 100.00% | 100.00% |
11.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 168'592 | 50'000 | 167'080 | 50'000 | 49'194 CHF | 15'222 CHF | 100.00% | 100.00% |
08.11.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 175'887 | 50'000 | 177'060 | 50'000 | 48'316 CHF | 14'146 CHF | 93.47% | 93.47% |
07.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 170'384 | 50'000 | 170'241 | 48'703 | 48'924 CHF | 14'476 CHF | 99.23% | 99.23% |