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 | 4.45% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 190'007 | 50'000 | 51'518 CHF | 14'193 CHF | 98.83% | 98.83% |
19.11.2024 | 4.91% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 187'034 | 50'000 | 51'023 CHF | 14'335 CHF | 95.59% | 95.59% |
18.11.2024 | 5.57% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 181'646 | 44'465 | 50'910 CHF | 13'159 CHF | 99.64% | 99.64% |
15.11.2024 | 4.25% | 0.30 CHF | 0.32 CHF | 170'000 | 50'000 | 159'404 | 50'000 | 51'582 CHF | 16'896 CHF | 100.00% | 100.00% |
14.11.2024 | 3.93% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'703 | 50'000 | 51'919 CHF | 19'330 CHF | 99.44% | 99.44% |
13.11.2024 | 3.37% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 135'331 | 49'557 | 52'017 CHF | 19'710 CHF | 98.88% | 98.88% |
12.11.2024 | 5.88% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 120'742 | 50'000 | 51'303 CHF | 22'535 CHF | 100.00% | 100.00% |
11.11.2024 | 5.22% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 115'153 | 50'000 | 52'047 CHF | 23'829 CHF | 100.00% | 100.00% |
08.11.2024 | 5.48% | 0.43 CHF | 0.46 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'980 CHF | 22'877 CHF | 100.00% | 100.00% |
07.11.2024 | 5.63% | 0.43 CHF | 0.46 CHF | 120'000 | 50'000 | 120'425 | 48'703 | 51'844 CHF | 22'190 CHF | 99.06% | 99.06% |