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 | 4.05% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 116'915 | 50'000 | 52'459 CHF | 23'378 CHF | 14.13% | 89.78% |
19.11.2024 | 4.34% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 121'627 | 50'000 | 52'083 CHF | 22'384 CHF | 98.83% | 98.83% |
18.11.2024 | 5.80% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 122'893 | 44'435 | 46'305 CHF | 17'689 CHF | 99.09% | 99.09% |
15.11.2024 | 5.44% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 49'314 CHF | 17'357 CHF | 99.73% | 99.73% |
14.11.2024 | 6.01% | 0.32 CHF | 0.34 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 44'305 CHF | 15'678 CHF | 97.08% | 97.08% |
13.11.2024 | 5.85% | 0.30 CHF | 0.32 CHF | 150'000 | 50'000 | 149'093 | 49'698 | 44'641 CHF | 15'769 CHF | 97.16% | 97.16% |
12.11.2024 | 5.73% | 0.29 CHF | 0.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 47'054 CHF | 16'608 CHF | 98.02% | 98.02% |
11.11.2024 | 5.64% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 99'879 | 41'256 | 36'516 CHF | 15'895 CHF | 100.00% | 100.00% |
08.11.2024 | 7.07% | 0.25 CHF | 0.26 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 36'959 CHF | 13'220 CHF | 100.00% | 100.00% |
07.11.2024 | 8.37% | 0.27 CHF | 0.29 CHF | 150'000 | 50'000 | 78'566 | 35'229 | 22'148 CHF | 10'448 CHF | 94.47% | 94.47% |