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 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'502 | 75'000 | 51'622 CHF | 26'506 CHF | 100.00% | 100.00% |
19.11.2024 | 3.23% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 168'215 | 75'000 | 52'175 CHF | 24'047 CHF | 97.59% | 97.59% |
18.11.2024 | 3.85% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 167'198 | 63'966 | 51'962 CHF | 20'388 CHF | 99.94% | 99.94% |
15.11.2024 | 2.44% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 115'685 | 50'000 | 51'596 CHF | 23'159 CHF | 78.43% | 78.43% |
14.11.2024 | 1.86% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'618 | 50'000 | 53'553 CHF | 30'446 CHF | 99.43% | 99.43% |
13.11.2024 | 2.02% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 91'634 | 49'818 | 52'263 CHF | 29'014 CHF | 98.88% | 98.88% |
12.11.2024 | 1.80% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 86'945 | 50'000 | 53'040 CHF | 31'105 CHF | 87.66% | 87.66% |
11.11.2024 | 1.88% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'074 | 50'000 | 53'442 CHF | 30'229 CHF | 98.45% | 98.45% |
08.11.2024 | 2.02% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 96'545 | 50'000 | 52'675 CHF | 27'869 CHF | 100.00% | 100.00% |
07.11.2024 | 2.16% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'990 | 72'384 | 52'151 CHF | 39'599 CHF | 98.36% | 98.36% |