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 | 3.67% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 172'855 | 100'000 | 46'432 CHF | 27'898 CHF | 90.21% | 90.21% |
19.11.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 174'534 | 100'000 | 171'071 | 100'000 | 50'378 CHF | 30'473 CHF | 100.00% | 100.00% |
18.11.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 174'861 | 100'000 | 175'100 | 100'000 | 48'168 CHF | 28'505 CHF | 99.38% | 99.38% |
15.11.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 173'893 | 75'000 | 173'537 | 75'000 | 38'901 CHF | 17'561 CHF | 100.00% | 100.00% |
14.11.2024 | 4.47% | 0.20 CHF | 0.21 CHF | 172'732 | 100'000 | 173'635 | 100'000 | 38'162 CHF | 22'974 CHF | 99.22% | 99.22% |
13.11.2024 | 3.77% | 0.23 CHF | 0.24 CHF | 173'031 | 100'000 | 173'954 | 99'159 | 46'071 CHF | 27'262 CHF | 99.36% | 99.36% |
12.11.2024 | 4.64% | 0.28 CHF | 0.29 CHF | 174'121 | 75'000 | 171'848 | 75'000 | 36'640 CHF | 16'733 CHF | 100.00% | 100.00% |
11.11.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 170'363 | 75'000 | 169'982 | 75'000 | 28'755 CHF | 13'436 CHF | 100.00% | 100.00% |
08.11.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 170'436 | 75'000 | 170'118 | 75'000 | 36'543 CHF | 16'860 CHF | 100.00% | 100.00% |
07.11.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 169'374 | 100'000 | 170'708 | 97'396 | 37'011 CHF | 21'974 CHF | 98.73% | 98.73% |