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 | 4.88% | 0.15 CHF | 0.16 CHF | 176'354 | 100'000 | 174'518 | 100'000 | 35'347 CHF | 21'264 CHF | 90.21% | 90.21% |
19.11.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 174'534 | 100'000 | 174'952 | 100'000 | 31'074 CHF | 18'765 CHF | 100.00% | 100.00% |
18.11.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 175'019 | 100'000 | 175'121 | 100'000 | 34'829 CHF | 20'893 CHF | 99.38% | 99.38% |
15.11.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 173'893 | 75'000 | 173'568 | 75'000 | 43'980 CHF | 19'756 CHF | 100.00% | 100.00% |
14.11.2024 | 3.81% | 0.28 CHF | 0.29 CHF | 172'771 | 100'000 | 173'620 | 100'000 | 44'923 CHF | 26'879 CHF | 99.22% | 99.22% |
13.11.2024 | 4.70% | 0.25 CHF | 0.26 CHF | 172'905 | 100'000 | 173'933 | 99'159 | 37'120 CHF | 22'175 CHF | 99.36% | 99.36% |
12.11.2024 | 3.71% | 0.20 CHF | 0.21 CHF | 174'210 | 75'000 | 171'890 | 75'000 | 45'950 CHF | 20'808 CHF | 91.91% | 91.91% |
11.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 170'000 | 75'000 | 166'025 | 75'000 | 52'217 CHF | 24'354 CHF | 50.53% | 50.53% |
08.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 170'206 | 75'000 | 170'120 | 75'000 | 45'737 CHF | 20'915 CHF | 100.00% | 100.00% |
07.11.2024 | 4.02% | 0.28 CHF | 0.29 CHF | 169'661 | 100'000 | 170'811 | 97'100 | 44'996 CHF | 26'748 CHF | 88.67% | 88.67% |