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 | 4.05% | 0.23 CHF | 0.24 CHF | 199'459 | 100'000 | 197'858 | 100'000 | 47'956 CHF | 25'240 CHF | 100.00% | 100.00% |
19.11.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 197'867 | 100'000 | 199'260 | 100'000 | 44'358 CHF | 23'264 CHF | 100.00% | 100.00% |
18.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 200'588 | 100'000 | 201'374 | 100'000 | 41'857 CHF | 21'787 CHF | 100.00% | 100.00% |
15.11.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 201'439 | 100'000 | 200'675 | 100'000 | 44'166 CHF | 23'010 CHF | 100.00% | 100.00% |
14.11.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 200'984 | 100'000 | 202'785 | 100'000 | 40'349 CHF | 20'905 CHF | 99.22% | 99.22% |
13.11.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 203'913 | 100'000 | 204'212 | 99'160 | 34'490 CHF | 17'747 CHF | 99.36% | 99.36% |
12.11.2024 | 3.99% | 0.21 CHF | 0.22 CHF | 200'056 | 100'000 | 195'917 | 100'000 | 48'365 CHF | 25'710 CHF | 87.79% | 87.79% |
11.11.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 154'397 | 100'000 | 51'584 CHF | 34'462 CHF | 100.00% | 100.00% |
08.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 161'328 | 100'000 | 51'758 CHF | 33'106 CHF | 100.00% | 100.00% |
07.11.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 159'415 | 97'395 | 52'476 CHF | 33'080 CHF | 98.73% | 98.73% |