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 | 2.63% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 119'781 | 50'000 | 52'922 CHF | 22'681 CHF | 100.00% | 100.00% |
19.11.2024 | 3.18% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 128'263 | 50'000 | 52'057 CHF | 20'961 CHF | 99.39% | 99.39% |
18.11.2024 | 3.34% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 121'746 | 43'384 | 51'673 CHF | 19'041 CHF | 100.00% | 100.00% |
15.11.2024 | 3.01% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 117'269 | 50'000 | 51'713 CHF | 22'808 CHF | 100.00% | 100.00% |
14.11.2024 | 2.89% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'124 CHF | 24'385 CHF | 99.52% | 99.52% |
13.11.2024 | 2.51% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 101'774 | 49'383 | 51'002 CHF | 25'383 CHF | 99.32% | 99.32% |
12.11.2024 | 2.31% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 93'954 | 50'000 | 51'916 CHF | 28'300 CHF | 100.00% | 100.00% |
11.11.2024 | 2.46% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'955 CHF | 27'648 CHF | 100.00% | 100.00% |
08.11.2024 | 2.57% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'133 CHF | 27'259 CHF | 100.00% | 100.00% |
07.11.2024 | 2.66% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 103'713 | 48'444 | 51'122 CHF | 24'511 CHF | 99.13% | 99.13% |