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 | 8.07% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 133'869 | 50'000 | 51'734 CHF | 20'982 CHF | 92.81% | 92.81% |
19.11.2024 | 5.18% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 142'946 | 50'000 | 51'097 CHF | 18'838 CHF | 99.53% | 99.53% |
18.11.2024 | 5.83% | 0.39 CHF | 0.42 CHF | 130'000 | 50'000 | 133'886 | 44'487 | 51'673 CHF | 18'204 CHF | 100.00% | 100.00% |
15.11.2024 | 4.96% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 138'542 | 50'000 | 51'707 CHF | 19'670 CHF | 92.47% | 92.47% |
14.11.2024 | 5.02% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 129'953 | 50'000 | 52'454 CHF | 21'220 CHF | 98.20% | 98.20% |
13.11.2024 | 5.22% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 130'684 | 49'700 | 51'747 CHF | 20'770 CHF | 98.35% | 98.35% |
12.11.2024 | 4.64% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 114'950 | 50'000 | 51'782 CHF | 23'617 CHF | 97.69% | 97.69% |
11.11.2024 | 4.05% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 103'516 | 50'000 | 51'420 CHF | 25'877 CHF | 100.00% | 100.00% |
08.11.2024 | 4.66% | 0.44 CHF | 0.47 CHF | 120'000 | 50'000 | 119'050 | 50'000 | 52'414 CHF | 23'071 CHF | 96.30% | 96.30% |
07.11.2024 | 4.66% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 117'236 | 48'588 | 52'442 CHF | 22'790 CHF | 91.03% | 91.03% |