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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 193'624 | 25'000 | 51'041 CHF | 6'851 CHF | 100.00% | 100.00% |
20.11.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 240'000 | 25'000 | 231'187 | 25'000 | 50'557 CHF | 5'720 CHF | 100.00% | 100.00% |
19.11.2024 | 3.96% | 0.22 CHF | 0.23 CHF | 230'000 | 25'000 | 206'440 | 25'000 | 51'132 CHF | 6'469 CHF | 100.00% | 100.00% |
18.11.2024 | 4.93% | 0.28 CHF | 0.29 CHF | 180'000 | 25'000 | 222'170 | 21'692 | 50'511 CHF | 5'202 CHF | 100.00% | 100.00% |
15.11.2024 | 5.64% | 0.21 CHF | 0.22 CHF | 240'000 | 25'000 | 148'884 | 20'444 | 33'161 CHF | 4'857 CHF | 100.00% | 100.00% |
14.11.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 202'152 | 25'000 | 50'760 CHF | 6'547 CHF | 99.44% | 99.44% |
13.11.2024 | 5.01% | 0.30 CHF | 0.31 CHF | 170'000 | 25'000 | 244'642 | 24'387 | 48'967 CHF | 5'297 CHF | 97.54% | 97.54% |
12.11.2024 | 2.17% | 0.32 CHF | 0.34 CHF | 12'500 | 12'500 | 103'523 | 24'522 | 50'513 CHF | 12'172 CHF | 98.63% | 98.63% |
11.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 91'881 | 25'000 | 51'680 CHF | 14'320 CHF | 93.97% | 93.97% |
08.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 104'771 | 25'000 | 51'600 CHF | 12'574 CHF | 96.20% | 96.20% |