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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.30% | 0.48 CHF | 0.50 CHF | 110'000 | 25'000 | 112'746 | 25'000 | 51'745 CHF | 11'891 CHF | 100.00% | 100.00% |
20.11.2024 | 4.04% | 0.38 CHF | 0.40 CHF | 140'000 | 25'000 | 139'796 | 25'000 | 51'845 CHF | 9'677 CHF | 99.12% | 99.12% |
19.11.2024 | 3.78% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 109'670 | 23'455 | 46'157 CHF | 10'594 CHF | 94.03% | 94.03% |
18.11.2024 | 3.36% | 0.58 CHF | 0.60 CHF | 90'000 | 25'000 | 92'094 | 23'895 | 51'739 CHF | 13'890 CHF | 99.79% | 99.79% |
15.11.2024 | 2.73% | 0.56 CHF | 0.58 CHF | 90'000 | 25'000 | 90'773 | 25'000 | 51'774 CHF | 14'659 CHF | 100.00% | 100.00% |
14.11.2024 | 2.59% | 0.62 CHF | 0.64 CHF | 90'000 | 25'000 | 89'987 | 25'000 | 54'897 CHF | 15'652 CHF | 99.44% | 99.44% |
13.11.2024 | 2.92% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 92'031 | 24'964 | 53'050 CHF | 14'842 CHF | 97.95% | 97.95% |
12.11.2024 | 2.30% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 79'619 | 25'000 | 55'097 CHF | 17'706 CHF | 100.00% | 100.00% |
11.11.2024 | 2.05% | 0.73 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'680 CHF | 19'569 CHF | 96.82% | 96.82% |
08.11.2024 | 2.30% | 0.71 CHF | 0.73 CHF | 80'000 | 25'000 | 79'274 | 25'000 | 55'309 CHF | 17'854 CHF | 99.79% | 99.79% |