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 | 4.28% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 143'982 | 50'000 | 51'329 CHF | 18'617 CHF | 100.00% | 100.00% |
19.11.2024 | 3.66% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 157'305 | 50'000 | 51'943 CHF | 17'135 CHF | 99.39% | 99.39% |
18.11.2024 | 4.43% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 151'988 | 43'383 | 51'578 CHF | 15'397 CHF | 99.96% | 99.96% |
15.11.2024 | 3.59% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 146'975 | 50'000 | 51'824 CHF | 18'339 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 138'945 | 50'000 | 52'691 CHF | 19'524 CHF | 99.52% | 99.52% |
13.11.2024 | 3.17% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'295 | 49'383 | 52'521 CHF | 20'392 CHF | 99.32% | 99.32% |
12.11.2024 | 2.73% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'063 | 50'000 | 53'197 CHF | 22'766 CHF | 100.00% | 100.00% |
11.11.2024 | 3.06% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'763 CHF | 22'237 CHF | 100.00% | 100.00% |
08.11.2024 | 2.87% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 120'144 | 50'000 | 51'137 CHF | 21'902 CHF | 100.00% | 100.00% |
07.11.2024 | 3.18% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 132'684 | 48'444 | 52'188 CHF | 19'652 CHF | 99.13% | 99.13% |