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 | 3.02% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 132'504 | 49'465 | 50'939 CHF | 19'618 CHF | 100.00% | 100.00% |
19.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 131'742 | 50'000 | 51'718 CHF | 20'170 CHF | 100.00% | 100.00% |
18.11.2024 | 3.47% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 139'999 | 43'383 | 52'219 CHF | 16'668 CHF | 100.00% | 100.00% |
15.11.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 147'988 | 50'000 | 51'912 CHF | 18'083 CHF | 100.00% | 100.00% |
14.11.2024 | 2.97% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 143'047 | 50'000 | 51'583 CHF | 18'587 CHF | 99.27% | 99.27% |
13.11.2024 | 3.06% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 147'429 | 49'393 | 52'038 CHF | 17'993 CHF | 97.38% | 97.38% |
12.11.2024 | 2.61% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 127'544 | 50'000 | 52'491 CHF | 21'130 CHF | 99.48% | 99.48% |
11.11.2024 | 4.38% | 0.46 CHF | 0.49 CHF | 110'000 | 50'000 | 109'814 | 50'000 | 51'923 CHF | 24'703 CHF | 100.00% | 100.00% |
08.11.2024 | 4.17% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'803 CHF | 25'024 CHF | 100.00% | 100.00% |
07.11.2024 | 4.38% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 99'238 | 47'945 | 49'618 CHF | 25'033 CHF | 99.06% | 99.06% |