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 | 2.62% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 144'414 | 144'414 | 54'317 CHF | 55'761 CHF | 100.00% | 100.00% |
19.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 128'959 | 128'959 | 52'167 CHF | 53'457 CHF | 99.90% | 99.90% |
18.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 151'848 | 151'848 | 53'244 CHF | 54'763 CHF | 99.89% | 99.89% |
15.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'557 | 174'557 | 56'081 CHF | 57'827 CHF | 100.00% | 100.00% |
14.11.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 166'630 | 166'630 | 55'844 CHF | 57'510 CHF | 100.00% | 100.00% |
13.11.2024 | 2.41% | 0.38 CHF | 0.39 CHF | 125'000 | 125'000 | 125'259 | 125'259 | 51'292 CHF | 52'545 CHF | 100.00% | 100.00% |
12.11.2024 | 2.66% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 147'141 | 147'141 | 54'606 CHF | 56'078 CHF | 99.68% | 99.68% |
11.11.2024 | 3.62% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 195'405 | 195'405 | 53'093 CHF | 55'047 CHF | 99.90% | 99.90% |
08.11.2024 | 3.65% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 198'240 | 198'240 | 53'210 CHF | 55'192 CHF | 100.00% | 100.00% |
07.11.2024 | 4.75% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 250'619 | 250'619 | 51'581 CHF | 54'087 CHF | 99.90% | 99.90% |