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 | 4.95% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 251'047 | 75'000 | 50'218 CHF | 15'776 CHF | 100.00% | 100.00% |
19.11.2024 | 5.49% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 282'713 | 75'000 | 50'678 CHF | 14'222 CHF | 97.59% | 97.59% |
18.11.2024 | 6.57% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 282'569 | 63'966 | 50'754 CHF | 12'097 CHF | 99.94% | 99.94% |
15.11.2024 | 3.91% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 186'127 | 50'000 | 51'503 CHF | 14'599 CHF | 78.43% | 78.43% |
14.11.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 136'314 | 50'000 | 51'937 CHF | 19'626 CHF | 99.44% | 99.44% |
13.11.2024 | 3.07% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 143'380 | 49'818 | 51'786 CHF | 18'570 CHF | 98.88% | 98.88% |
12.11.2024 | 2.70% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 132'806 | 50'000 | 51'928 CHF | 20'120 CHF | 87.66% | 87.66% |
11.11.2024 | 2.91% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 138'192 | 50'000 | 52'271 CHF | 19'481 CHF | 98.45% | 98.45% |
08.11.2024 | 3.11% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 148'036 | 50'000 | 51'433 CHF | 17'945 CHF | 100.00% | 100.00% |
07.11.2024 | 3.33% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 152'680 | 72'384 | 51'645 CHF | 25'486 CHF | 98.36% | 98.36% |