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 | 4.04% | 0.40 CHF | 0.45 CHF | 130'000 | 25'000 | 119'894 | 25'000 | 52'407 CHF | 11'379 CHF | 14.13% | 100.00% |
19.11.2024 | 4.59% | 0.41 CHF | 0.43 CHF | 130'000 | 25'000 | 128'798 | 25'000 | 52'110 CHF | 10'596 CHF | 99.99% | 99.99% |
18.11.2024 | 4.91% | 0.45 CHF | 0.47 CHF | 120'000 | 25'000 | 119'933 | 23'897 | 52'616 CHF | 10'996 CHF | 100.00% | 100.00% |
15.11.2024 | 4.11% | 0.43 CHF | 0.45 CHF | 120'000 | 25'000 | 113'863 | 24'970 | 51'574 CHF | 11'794 CHF | 100.00% | 100.00% |
14.11.2024 | 4.26% | 0.45 CHF | 0.47 CHF | 120'000 | 25'000 | 125'413 | 25'000 | 52'786 CHF | 11'015 CHF | 94.67% | 94.67% |
13.11.2024 | 4.72% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 138'691 | 49'418 | 52'038 CHF | 19'439 CHF | 99.25% | 99.25% |
12.11.2024 | 4.78% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 137'498 | 25'000 | 52'230 CHF | 9'970 CHF | 98.32% | 98.32% |
11.11.2024 | 3.93% | 0.44 CHF | 0.46 CHF | 120'000 | 25'000 | 116'863 | 25'000 | 52'402 CHF | 11'669 CHF | 100.00% | 100.00% |
08.11.2024 | 4.70% | 0.44 CHF | 0.46 CHF | 120'000 | 25'000 | 87'413 | 21'785 | 40'643 CHF | 10'636 CHF | 97.48% | 97.48% |
07.11.2024 | 3.09% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 81'612 | 24'731 | 52'849 CHF | 16'564 CHF | 95.57% | 95.57% |