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 | 2.95% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 154'012 | 50'000 | 51'521 CHF | 17'247 CHF | 100.00% | 100.00% |
19.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 159'387 | 50'000 | 51'915 CHF | 16'814 CHF | 100.00% | 100.00% |
18.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 138'557 | 50'000 | 51'516 CHF | 19'101 CHF | 100.00% | 100.00% |
15.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 125'989 | 50'000 | 51'858 CHF | 21'093 CHF | 100.00% | 100.00% |
14.11.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 139'709 | 50'000 | 52'101 CHF | 19'234 CHF | 99.44% | 99.44% |
13.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 144'807 | 49'519 | 51'673 CHF | 18'179 CHF | 98.88% | 98.88% |
12.11.2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 137'546 | 50'000 | 52'220 CHF | 19'493 CHF | 100.00% | 100.00% |
11.11.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 111'431 | 50'000 | 52'324 CHF | 23'995 CHF | 100.00% | 100.00% |
08.11.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 120'000 | 25'000 | 108'833 | 25'000 | 51'971 CHF | 12'205 CHF | 100.00% | 100.00% |
07.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'000 | 24'740 | 53'832 CHF | 15'046 CHF | 99.06% | 99.06% |