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 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 145'548 | 50'000 | 52'142 CHF | 18'431 CHF | 100.00% | 100.00% |
19.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'029 | 50'000 | 51'777 CHF | 19'127 CHF | 99.99% | 99.99% |
18.11.2024 | 3.27% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'803 | 44'487 | 51'440 CHF | 16'805 CHF | 100.00% | 100.00% |
15.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 150'019 | 50'000 | 51'785 CHF | 17'764 CHF | 97.60% | 97.60% |
14.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 146'552 | 50'000 | 51'604 CHF | 18'119 CHF | 96.15% | 96.15% |
13.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 169'016 | 49'711 | 51'962 CHF | 15'786 CHF | 99.36% | 99.36% |
12.11.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 161'557 | 50'000 | 52'000 CHF | 16'604 CHF | 100.00% | 100.00% |
11.11.2024 | 2.48% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 130'193 | 50'000 | 51'755 CHF | 20'443 CHF | 99.48% | 99.48% |
08.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 119'208 | 50'000 | 51'533 CHF | 22'129 CHF | 99.86% | 99.86% |
07.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'306 | 48'669 | 52'154 CHF | 21'623 CHF | 96.52% | 96.52% |