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 | 2.61% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 137'431 | 50'000 | 51'960 CHF | 19'418 CHF | 100.00% | 100.00% |
19.11.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 138'279 | 50'000 | 52'241 CHF | 19'402 CHF | 99.40% | 99.40% |
18.11.2024 | 3.24% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 141'484 | 44'487 | 51'833 CHF | 16'867 CHF | 100.00% | 100.00% |
15.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'199 | 50'000 | 51'621 CHF | 17'685 CHF | 100.00% | 100.00% |
14.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 144'968 | 50'000 | 51'392 CHF | 18'234 CHF | 99.52% | 99.52% |
13.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 145'887 | 49'704 | 51'658 CHF | 18'118 CHF | 99.32% | 99.32% |
12.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 52'183 CHF | 20'570 CHF | 100.00% | 100.00% |
11.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 122'560 | 50'000 | 51'095 CHF | 21'354 CHF | 100.00% | 100.00% |
08.11.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 135'598 | 50'000 | 51'628 CHF | 19'562 CHF | 100.00% | 100.00% |
07.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'000 | 48'703 | 52'709 CHF | 18'845 CHF | 99.13% | 99.13% |