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 | 5.20% | 0.18 CHF | 0.19 CHF | 203'657 | 50'000 | 202'496 | 50'000 | 41'783 CHF | 10'865 CHF | 91.40% | 91.40% |
19.11.2024 | 6.58% | 0.18 CHF | 0.19 CHF | 202'829 | 50'000 | 203'593 | 50'000 | 34'701 CHF | 9'101 CHF | 100.00% | 100.00% |
18.11.2024 | 5.02% | 0.21 CHF | 0.22 CHF | 202'399 | 50'000 | 203'137 | 50'000 | 40'869 CHF | 10'577 CHF | 100.00% | 100.00% |
15.11.2024 | 5.82% | 0.15 CHF | 0.16 CHF | 206'081 | 50'000 | 204'104 | 50'000 | 38'426 CHF | 9'976 CHF | 100.00% | 100.00% |
14.11.2024 | 4.90% | 0.23 CHF | 0.24 CHF | 202'347 | 50'000 | 202'712 | 50'000 | 45'305 CHF | 11'736 CHF | 99.52% | 99.52% |
13.11.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 202'777 | 50'000 | 202'076 | 49'608 | 41'918 CHF | 10'837 CHF | 75.10% | 75.10% |
12.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'249 | 50'000 | 182'700 | 50'000 | 51'123 CHF | 14'541 CHF | 78.05% | 78.05% |
11.11.2024 | 3.39% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 160'550 | 50'000 | 52'021 CHF | 16'762 CHF | 100.00% | 100.00% |
08.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 197'534 | 50'000 | 186'667 | 50'000 | 50'990 CHF | 14'166 CHF | 9.41% | 9.41% |
07.11.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 198'588 | 50'000 | 185'380 | 49'184 | 50'902 CHF | 14'101 CHF | 56.49% | 56.49% |