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 | 5.25% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 135'911 | 75'000 | 52'071 CHF | 30'318 CHF | 100.00% | 100.00% |
19.11.2024 | 3.13% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 159'336 | 75'000 | 51'640 CHF | 25'153 CHF | 97.59% | 97.59% |
18.11.2024 | 3.58% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 158'896 | 65'160 | 51'741 CHF | 21'638 CHF | 96.51% | 96.51% |
15.11.2024 | 2.06% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 98'356 | 50'000 | 52'547 CHF | 27'885 CHF | 77.67% | 77.67% |
14.11.2024 | 2.58% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 68'144 | 50'000 | 55'385 CHF | 41'752 CHF | 99.44% | 99.44% |
13.11.2024 | 2.05% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 49'818 | 53'889 CHF | 39'153 CHF | 98.88% | 98.88% |
12.11.2024 | 2.42% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 66'008 | 50'000 | 54'738 CHF | 42'618 CHF | 87.66% | 87.66% |
11.11.2024 | 2.44% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 69'988 | 50'000 | 56'224 CHF | 41'164 CHF | 98.45% | 98.45% |
08.11.2024 | 1.54% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 75'525 | 50'000 | 53'544 CHF | 36'076 CHF | 100.00% | 100.00% |
07.11.2024 | 1.69% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 79'683 | 72'384 | 53'893 CHF | 50'211 CHF | 98.36% | 98.36% |