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 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 143'531 | 50'000 | 51'169 CHF | 18'342 CHF | 100.00% | 100.00% |
19.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 146'431 | 50'000 | 51'936 CHF | 18'249 CHF | 99.40% | 99.40% |
18.11.2024 | 3.74% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 150'591 | 42'940 | 51'088 CHF | 15'178 CHF | 78.09% | 78.09% |
15.11.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 158'482 | 50'000 | 158'700 | 50'000 | 49'394 CHF | 16'062 CHF | 49.41% | 49.41% |
14.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 156'154 | 50'000 | 156'467 | 50'000 | 51'013 CHF | 16'802 CHF | 92.31% | 92.31% |
13.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 159'514 | 50'000 | 154'260 | 49'704 | 50'316 CHF | 16'728 CHF | 99.32% | 99.32% |
12.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 52'449 CHF | 19'232 CHF | 100.00% | 100.00% |
11.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 131'433 | 50'000 | 51'329 CHF | 20'034 CHF | 100.00% | 100.00% |
08.11.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 145'613 | 50'000 | 51'555 CHF | 18'229 CHF | 97.01% | 97.01% |
07.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 149'979 | 50'000 | 148'040 | 48'571 | 51'741 CHF | 17'482 CHF | 89.91% | 89.91% |