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 | 3.49% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 108'974 | 75'000 | 52'404 CHF | 37'361 CHF | 100.00% | 100.00% |
19.11.2024 | 3.90% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 112'088 | 75'000 | 51'672 CHF | 35'974 CHF | 84.85% | 84.85% |
18.11.2024 | 3.99% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 109'996 | 75'000 | 52'413 CHF | 37'191 CHF | 100.00% | 100.00% |
15.11.2024 | 4.15% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 99'959 | 50'000 | 52'880 CHF | 27'577 CHF | 100.00% | 100.00% |
14.11.2024 | 3.46% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 91'566 | 75'000 | 53'209 CHF | 45'160 CHF | 99.44% | 99.44% |
13.11.2024 | 3.88% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 96'347 | 74'373 | 52'788 CHF | 42'400 CHF | 98.88% | 98.88% |
12.11.2024 | 3.77% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 89'019 | 50'000 | 54'446 CHF | 31'768 CHF | 100.00% | 100.00% |
11.11.2024 | 3.48% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'145 CHF | 34'392 CHF | 100.00% | 100.00% |
08.11.2024 | 3.48% | 0.64 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'627 CHF | 34'057 CHF | 99.51% | 99.51% |
07.11.2024 | 3.67% | 0.64 CHF | 0.67 CHF | 80'000 | 50'000 | 78'364 | 50'000 | 53'847 CHF | 35'676 CHF | 78.59% | 78.59% |