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 | 4.53% | 0.21 CHF | 0.22 CHF | 210'975 | 50'000 | 210'293 | 50'000 | 45'470 CHF | 11'312 CHF | 100.00% | 100.00% |
19.11.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 209'783 | 50'000 | 210'095 | 50'000 | 44'630 CHF | 11'123 CHF | 95.85% | 95.85% |
18.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 209'642 | 50'000 | 210'819 | 50'000 | 45'566 CHF | 11'308 CHF | 99.57% | 99.57% |
15.11.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 209'419 | 50'000 | 209'341 | 50'000 | 49'633 CHF | 12'355 CHF | 46.16% | 46.16% |
14.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 208'155 | 50'000 | 200'923 | 50'000 | 50'004 CHF | 12'946 CHF | 30.12% | 30.12% |
13.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 207'532 | 50'000 | 198'271 | 49'871 | 50'573 CHF | 13'233 CHF | 89.07% | 89.07% |
12.11.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 180'242 | 50'000 | 51'394 CHF | 14'764 CHF | 100.00% | 100.00% |
11.11.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 170'182 | 50'000 | 51'832 CHF | 15'733 CHF | 94.79% | 94.79% |
08.11.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 170'407 | 50'000 | 51'550 CHF | 15'647 CHF | 100.00% | 100.00% |
07.11.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 156'751 | 48'444 | 52'140 CHF | 16'616 CHF | 99.06% | 99.06% |