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 | 3.17% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 167'552 | 50'000 | 52'016 CHF | 16'041 CHF | 100.00% | 100.00% |
19.11.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 171'179 | 50'000 | 51'904 CHF | 15'688 CHF | 100.00% | 100.00% |
18.11.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 147'903 | 50'000 | 51'484 CHF | 17'917 CHF | 100.00% | 100.00% |
15.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 132'976 | 50'000 | 51'527 CHF | 19'886 CHF | 100.00% | 100.00% |
14.11.2024 | 2.82% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 148'128 | 50'000 | 51'748 CHF | 18'079 CHF | 99.44% | 99.44% |
13.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 156'027 | 49'519 | 52'122 CHF | 17'052 CHF | 98.88% | 98.88% |
12.11.2024 | 2.77% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 143'946 | 50'000 | 51'155 CHF | 18'283 CHF | 100.00% | 100.00% |
11.11.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 117'297 | 50'000 | 52'439 CHF | 22'869 CHF | 100.00% | 100.00% |
08.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 116'012 | 25'000 | 52'573 CHF | 11'596 CHF | 100.00% | 100.00% |
07.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 91'086 | 24'740 | 52'256 CHF | 14'448 CHF | 99.06% | 99.06% |