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 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 128'534 | 50'000 | 52'087 CHF | 20'776 CHF | 100.00% | 100.00% |
19.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 137'045 | 50'000 | 51'411 CHF | 19'274 CHF | 100.00% | 100.00% |
18.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 134'656 | 50'000 | 51'791 CHF | 19'746 CHF | 100.00% | 100.00% |
15.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 134'540 | 50'000 | 51'978 CHF | 19'845 CHF | 86.75% | 86.75% |
14.11.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 150'000 | 50'000 | 150'456 | 50'000 | 51'123 CHF | 17'492 CHF | 51.70% | 51.70% |
13.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 151'622 | 50'000 | 150'977 | 49'447 | 48'498 CHF | 16'380 CHF | 99.16% | 99.16% |
12.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 149'821 | 50'000 | 149'786 | 50'000 | 49'990 CHF | 17'187 CHF | 82.30% | 82.30% |
11.11.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 131'726 | 50'000 | 52'322 CHF | 20'387 CHF | 100.00% | 100.00% |
08.11.2024 | 5.30% | 0.36 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'848 CHF | 8'272 CHF | 91.59% | 91.59% |
07.11.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 137'614 | 48'697 | 52'243 CHF | 18'979 CHF | 98.73% | 98.73% |