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 | 2.64% | 0.36 CHF | 0.37 CHF | 145'756 | 50'000 | 139'826 | 50'000 | 52'263 CHF | 19'196 CHF | 81.07% | 81.07% |
19.11.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 145'935 | 50'000 | 49'316 CHF | 17'406 CHF | 89.09% | 89.09% |
18.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 145'455 | 50'000 | 50'540 CHF | 17'880 CHF | 82.18% | 82.18% |
15.11.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 144'792 | 50'000 | 50'794 CHF | 18'054 CHF | 96.73% | 96.73% |
14.11.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 148'535 | 50'000 | 150'020 | 50'000 | 46'782 CHF | 16'097 CHF | 99.22% | 99.22% |
13.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 151'292 | 50'000 | 150'801 | 49'448 | 43'178 CHF | 14'656 CHF | 99.36% | 99.36% |
12.11.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 150'221 | 50'000 | 149'810 | 50'000 | 44'968 CHF | 15'509 CHF | 100.00% | 100.00% |
11.11.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 145'889 | 50'000 | 142'270 | 50'000 | 51'574 CHF | 18'638 CHF | 85.80% | 85.80% |
08.11.2024 | 5.91% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'008 CHF | 7'435 CHF | 100.00% | 100.00% |
07.11.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 144'725 | 49'326 | 49'964 CHF | 17'534 CHF | 90.07% | 90.07% |