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 | 4.72% | 0.18 CHF | 0.19 CHF | 117'543 | 50'000 | 116'639 | 50'000 | 24'246 CHF | 10'896 CHF | 100.00% | 100.00% |
19.11.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 116'422 | 50'000 | 116'463 | 50'000 | 24'156 CHF | 10'873 CHF | 99.40% | 99.40% |
18.11.2024 | 5.00% | 0.23 CHF | 0.24 CHF | 116'257 | 50'000 | 117'393 | 50'000 | 22'975 CHF | 10'287 CHF | 100.00% | 100.00% |
15.11.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 118'717 | 50'000 | 118'565 | 50'000 | 19'399 CHF | 8'682 CHF | 100.00% | 100.00% |
14.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 118'162 | 50'000 | 118'281 | 50'000 | 21'299 CHF | 9'504 CHF | 99.52% | 99.52% |
13.11.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 118'010 | 50'000 | 117'448 | 49'704 | 20'908 CHF | 9'358 CHF | 99.32% | 99.32% |
12.11.2024 | 4.07% | 0.22 CHF | 0.23 CHF | 116'002 | 50'000 | 115'396 | 50'000 | 27'787 CHF | 12'540 CHF | 100.00% | 100.00% |
11.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 114'631 | 50'000 | 114'518 | 50'000 | 29'754 CHF | 13'492 CHF | 100.00% | 100.00% |
08.11.2024 | 4.62% | 0.25 CHF | 0.26 CHF | 114'009 | 50'000 | 115'042 | 50'000 | 24'549 CHF | 11'174 CHF | 100.00% | 100.00% |
07.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 115'252 | 50'000 | 115'625 | 48'703 | 24'051 CHF | 10'640 CHF | 99.13% | 99.13% |