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 | 3.61% | 0.32 CHF | 0.34 CHF | 118'607 | 50'000 | 115'011 | 50'000 | 37'851 CHF | 17'061 CHF | 14.13% | 100.00% |
19.11.2024 | 4.40% | 0.32 CHF | 0.34 CHF | 116'585 | 50'000 | 122'442 | 50'000 | 35'615 CHF | 15'227 CHF | 100.00% | 100.00% |
18.11.2024 | 5.77% | 0.29 CHF | 0.30 CHF | 123'044 | 50'000 | 129'114 | 43'384 | 35'359 CHF | 12'733 CHF | 100.00% | 100.00% |
15.11.2024 | 5.36% | 0.23 CHF | 0.25 CHF | 142'923 | 50'000 | 135'194 | 50'000 | 34'790 CHF | 13'616 CHF | 99.97% | 99.97% |
14.11.2024 | 3.69% | 0.38 CHF | 0.39 CHF | 103'302 | 50'000 | 106'919 | 50'000 | 37'844 CHF | 18'364 CHF | 99.27% | 99.27% |
13.11.2024 | 5.06% | 0.36 CHF | 0.37 CHF | 107'326 | 50'000 | 109'798 | 49'375 | 36'899 CHF | 17'454 CHF | 99.40% | 99.40% |
12.11.2024 | 4.16% | 0.34 CHF | 0.36 CHF | 108'469 | 50'000 | 108'863 | 50'000 | 37'454 CHF | 17'950 CHF | 100.00% | 100.00% |
11.11.2024 | 3.81% | 0.36 CHF | 0.37 CHF | 106'026 | 50'000 | 103'117 | 50'000 | 37'816 CHF | 19'057 CHF | 100.00% | 100.00% |
08.11.2024 | 3.92% | 0.36 CHF | 0.37 CHF | 104'727 | 50'000 | 105'435 | 50'000 | 37'511 CHF | 18'500 CHF | 100.00% | 100.00% |
07.11.2024 | 3.88% | 0.33 CHF | 0.34 CHF | 109'576 | 50'000 | 112'784 | 48'444 | 36'855 CHF | 16'481 CHF | 99.23% | 99.23% |