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 | 5.82% | 0.28 CHF | 0.30 CHF | 180'700 | 75'000 | 169'027 | 75'000 | 48'863 CHF | 23'045 CHF | 60.85% | 60.85% |
19.11.2024 | 5.08% | 0.31 CHF | 0.32 CHF | 163'116 | 75'000 | 155'439 | 75'000 | 50'638 CHF | 25'748 CHF | 60.08% | 60.08% |
18.11.2024 | 5.46% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 120'932 | 44'487 | 47'257 CHF | 18'308 CHF | 100.00% | 100.00% |
15.11.2024 | 4.44% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 124'672 | 50'000 | 52'344 CHF | 22'007 CHF | 99.99% | 99.99% |
14.11.2024 | 3.41% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 90'329 | 50'000 | 52'791 CHF | 30'378 CHF | 99.52% | 99.52% |
13.11.2024 | 3.18% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 85'028 | 49'696 | 53'612 CHF | 32'458 CHF | 97.04% | 97.04% |
12.11.2024 | 2.65% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'585 CHF | 40'036 CHF | 100.00% | 100.00% |
11.11.2024 | 2.73% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'755 CHF | 40'194 CHF | 96.53% | 96.53% |
08.11.2024 | 2.80% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 75'688 | 50'000 | 53'681 CHF | 36'520 CHF | 92.92% | 92.92% |
07.11.2024 | 3.15% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 78'273 | 48'703 | 55'523 CHF | 35'652 CHF | 99.12% | 99.12% |