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 | 4.03% | 0.26 CHF | 0.27 CHF | 199'503 | 100'000 | 197'548 | 100'000 | 48'076 CHF | 25'336 CHF | 100.00% | 100.00% |
19.11.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 198'134 | 100'000 | 194'269 | 100'000 | 50'958 CHF | 27'247 CHF | 77.89% | 77.89% |
18.11.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 182'882 | 100'000 | 50'733 CHF | 28'753 CHF | 100.00% | 100.00% |
15.11.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 192'598 | 100'000 | 51'460 CHF | 27'740 CHF | 100.00% | 100.00% |
14.11.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 179'458 | 100'000 | 51'557 CHF | 29'784 CHF | 99.22% | 99.22% |
13.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 162'814 | 99'160 | 51'984 CHF | 32'678 CHF | 99.36% | 99.36% |
12.11.2024 | 4.06% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 195'079 | 100'000 | 47'243 CHF | 25'232 CHF | 100.00% | 100.00% |
11.11.2024 | 6.19% | 0.19 CHF | 0.20 CHF | 191'660 | 100'000 | 188'919 | 100'000 | 29'752 CHF | 16'742 CHF | 100.00% | 100.00% |
08.11.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 189'360 | 100'000 | 188'800 | 100'000 | 32'630 CHF | 18'281 CHF | 100.00% | 100.00% |
07.11.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 188'270 | 100'000 | 188'741 | 97'395 | 31'137 CHF | 17'049 CHF | 98.73% | 98.73% |