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 | 4.21% | 0.24 CHF | 0.25 CHF | 145'083 | 50'000 | 144'333 | 50'000 | 33'664 CHF | 12'160 CHF | 100.00% | 100.00% |
19.11.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 144'817 | 50'000 | 146'391 | 50'000 | 38'629 CHF | 13'689 CHF | 100.00% | 100.00% |
18.11.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 145'676 | 50'000 | 146'466 | 50'000 | 37'311 CHF | 13'235 CHF | 100.00% | 100.00% |
15.11.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 145'723 | 50'000 | 146'674 | 50'000 | 37'387 CHF | 13'240 CHF | 100.00% | 100.00% |
14.11.2024 | 3.35% | 0.27 CHF | 0.28 CHF | 148'122 | 50'000 | 150'118 | 50'000 | 44'110 CHF | 15'187 CHF | 99.22% | 99.22% |
13.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 150'956 | 50'000 | 150'985 | 49'448 | 48'091 CHF | 16'243 CHF | 99.36% | 99.36% |
12.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 149'880 | 50'000 | 149'770 | 50'000 | 45'922 CHF | 15'831 CHF | 100.00% | 100.00% |
11.11.2024 | 4.04% | 0.27 CHF | 0.28 CHF | 146'146 | 50'000 | 144'192 | 50'000 | 35'132 CHF | 12'677 CHF | 100.00% | 100.00% |
08.11.2024 | 5.20% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'086 CHF | 8'515 CHF | 100.00% | 100.00% |
07.11.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 143'055 | 50'000 | 144'959 | 48'696 | 37'923 CHF | 13'238 CHF | 98.73% | 98.73% |