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 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'059 | 75'000 | 52'679 CHF | 33'954 CHF | 100.00% | 100.00% |
19.11.2024 | 2.50% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 129'391 | 75'000 | 51'918 CHF | 30'888 CHF | 97.59% | 97.59% |
18.11.2024 | 3.01% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'547 | 63'966 | 52'459 CHF | 26'147 CHF | 99.94% | 99.94% |
15.11.2024 | 2.04% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 94'401 | 50'000 | 52'731 CHF | 28'794 CHF | 78.41% | 78.41% |
14.11.2024 | 1.51% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 71'113 | 50'000 | 52'223 CHF | 37'297 CHF | 99.44% | 99.44% |
13.11.2024 | 1.57% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 77'099 | 49'818 | 54'228 CHF | 35'635 CHF | 98.88% | 98.88% |
12.11.2024 | 1.45% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'577 | 50'000 | 52'888 CHF | 38'035 CHF | 87.66% | 87.66% |
11.11.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 71'383 | 50'000 | 51'995 CHF | 36'993 CHF | 98.45% | 98.45% |
08.11.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'928 CHF | 34'239 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 81'609 | 72'384 | 53'620 CHF | 48'622 CHF | 98.35% | 98.35% |