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 | 3.57% | 0.28 CHF | 0.29 CHF | 145'203 | 50'000 | 144'270 | 50'000 | 39'795 CHF | 14'289 CHF | 100.00% | 100.00% |
19.11.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 144'871 | 50'000 | 146'514 | 50'000 | 44'720 CHF | 15'756 CHF | 100.00% | 100.00% |
18.11.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 145'184 | 50'000 | 146'321 | 50'000 | 43'274 CHF | 15'285 CHF | 100.00% | 100.00% |
15.11.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 145'536 | 50'000 | 146'551 | 50'000 | 43'258 CHF | 15'254 CHF | 100.00% | 100.00% |
14.11.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 147'974 | 50'000 | 148'926 | 50'000 | 49'844 CHF | 17'237 CHF | 99.22% | 99.22% |
13.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 142'293 | 49'448 | 51'343 CHF | 18'348 CHF | 99.36% | 99.36% |
12.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 149'491 | 50'000 | 149'497 | 50'000 | 52'153 CHF | 17'943 CHF | 100.00% | 100.00% |
11.11.2024 | 3.44% | 0.31 CHF | 0.32 CHF | 145'970 | 50'000 | 144'277 | 50'000 | 41'275 CHF | 14'800 CHF | 100.00% | 100.00% |
08.11.2024 | 4.52% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'169 CHF | 9'591 CHF | 91.59% | 91.59% |
07.11.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 142'960 | 50'000 | 144'884 | 48'697 | 43'948 CHF | 15'271 CHF | 98.73% | 98.73% |