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 | 6.75% | 0.44 CHF | 0.56 CHF | 120'000 | 25'000 | 99'555 | 25'000 | 52'444 CHF | 14'097 CHF | 14.13% | 100.00% |
19.11.2024 | 3.86% | 0.47 CHF | 0.49 CHF | 110'000 | 25'000 | 111'169 | 25'000 | 52'468 CHF | 12'313 CHF | 99.98% | 99.98% |
18.11.2024 | 3.83% | 0.61 CHF | 0.63 CHF | 90'000 | 25'000 | 92'128 | 23'897 | 52'923 CHF | 14'257 CHF | 100.00% | 100.00% |
15.11.2024 | 2.93% | 0.57 CHF | 0.59 CHF | 90'000 | 25'000 | 83'276 | 24'970 | 51'848 CHF | 16'044 CHF | 100.00% | 100.00% |
14.11.2024 | 3.31% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 97'124 | 25'000 | 52'268 CHF | 14'152 CHF | 94.66% | 94.66% |
13.11.2024 | 4.27% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 126'193 | 49'418 | 52'089 CHF | 21'310 CHF | 99.23% | 99.23% |
12.11.2024 | 4.17% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 118'741 | 25'000 | 52'316 CHF | 11'554 CHF | 98.32% | 98.32% |
11.11.2024 | 2.81% | 0.62 CHF | 0.64 CHF | 90'000 | 25'000 | 83'457 | 25'000 | 53'551 CHF | 16'529 CHF | 100.00% | 100.00% |
08.11.2024 | 3.22% | 0.59 CHF | 0.61 CHF | 90'000 | 25'000 | 62'952 | 21'786 | 41'839 CHF | 15'225 CHF | 97.48% | 97.48% |
07.11.2024 | 2.37% | 1.26 CHF | 1.29 CHF | 40'000 | 25'000 | 42'332 | 24'731 | 53'247 CHF | 32'089 CHF | 95.57% | 95.57% |