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 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 196'148 | 75'000 | 51'565 CHF | 20'494 CHF | 100.00% | 100.00% |
19.11.2024 | 4.24% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 213'953 | 75'000 | 50'478 CHF | 18'487 CHF | 97.59% | 97.59% |
18.11.2024 | 5.13% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 213'791 | 63'966 | 50'557 CHF | 15'694 CHF | 99.94% | 99.94% |
15.11.2024 | 3.11% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 147'075 | 50'000 | 51'854 CHF | 18'461 CHF | 78.43% | 78.43% |
14.11.2024 | 2.28% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 108'772 | 50'000 | 52'222 CHF | 24'571 CHF | 99.44% | 99.44% |
13.11.2024 | 2.42% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 114'806 | 49'818 | 52'395 CHF | 23'317 CHF | 98.88% | 98.88% |
12.11.2024 | 2.18% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 106'075 | 50'000 | 52'113 CHF | 25'144 CHF | 87.66% | 87.66% |
11.11.2024 | 2.26% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'632 | 50'000 | 52'711 CHF | 24'375 CHF | 98.45% | 98.45% |
08.11.2024 | 2.42% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 119'343 | 50'000 | 52'288 CHF | 22'461 CHF | 100.00% | 100.00% |
07.11.2024 | 2.65% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 123'028 | 72'384 | 52'513 CHF | 31'931 CHF | 98.36% | 98.36% |