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 | 2.57% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 133'789 | 50'000 | 51'449 CHF | 19'747 CHF | 100.00% | 100.00% |
19.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 137'370 | 50'000 | 51'645 CHF | 19'314 CHF | 100.00% | 100.00% |
18.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 123'706 | 50'000 | 51'951 CHF | 21'513 CHF | 100.00% | 100.00% |
15.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'009 | 50'000 | 51'577 CHF | 23'536 CHF | 100.00% | 100.00% |
14.11.2024 | 2.34% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 121'295 | 50'000 | 51'297 CHF | 21'734 CHF | 99.44% | 99.44% |
13.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 128'087 | 49'519 | 51'960 CHF | 20'593 CHF | 98.88% | 98.88% |
12.11.2024 | 2.30% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 120'311 | 50'000 | 51'618 CHF | 21'955 CHF | 100.00% | 100.00% |
11.11.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 100'752 | 50'000 | 52'230 CHF | 26'431 CHF | 100.00% | 100.00% |
08.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 98'717 | 25'000 | 51'949 CHF | 13'418 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 80'660 | 24'740 | 52'134 CHF | 16'244 CHF | 99.06% | 99.06% |