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 | 4.27% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 106'424 | 50'000 | 51'657 CHF | 25'369 CHF | 100.00% | 100.00% |
19.11.2024 | 4.43% | 0.45 CHF | 0.48 CHF | 120'000 | 50'000 | 110'391 | 50'000 | 52'372 CHF | 24'806 CHF | 100.00% | 100.00% |
18.11.2024 | 6.09% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 121'613 | 44'486 | 51'749 CHF | 20'096 CHF | 100.00% | 100.00% |
15.11.2024 | 4.85% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'734 CHF | 22'628 CHF | 100.00% | 100.00% |
14.11.2024 | 4.79% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 120'124 | 50'000 | 51'832 CHF | 22'634 CHF | 99.27% | 99.27% |
13.11.2024 | 5.27% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 129'863 | 49'435 | 52'114 CHF | 20'907 CHF | 99.40% | 99.40% |
12.11.2024 | 4.62% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 119'602 | 50'000 | 52'587 CHF | 23'026 CHF | 100.00% | 100.00% |
11.11.2024 | 5.02% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 124'140 | 50'000 | 51'613 CHF | 21'870 CHF | 100.00% | 100.00% |
08.11.2024 | 5.46% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 143'097 | 50'000 | 51'888 CHF | 19'198 CHF | 100.00% | 100.00% |
07.11.2024 | 5.91% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 142'737 | 48'722 | 51'002 CHF | 18'460 CHF | 98.89% | 98.89% |