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 | 2.73% | 0.40 CHF | 0.41 CHF | 130'000 | 60'000 | 141'510 | 36'514 | 51'194 CHF | 13'803 CHF | 99.61% | 99.61% |
19.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 60'000 | 154'802 | 36'515 | 51'757 CHF | 12'670 CHF | 99.63% | 99.63% |
18.11.2024 | 3.90% | 0.28 CHF | 0.29 CHF | 180'000 | 60'000 | 201'776 | 36'589 | 50'737 CHF | 9'662 CHF | 98.50% | 98.50% |
15.11.2024 | 4.26% | 0.21 CHF | 0.22 CHF | 240'000 | 60'000 | 219'816 | 36'515 | 50'495 CHF | 8'674 CHF | 99.63% | 99.63% |
14.11.2024 | 5.41% | 0.24 CHF | 0.25 CHF | 210'000 | 60'000 | 282'524 | 36'515 | 50'774 CHF | 7'419 CHF | 99.63% | 99.63% |
13.11.2024 | 3.68% | 0.22 CHF | 0.23 CHF | 230'000 | 60'000 | 190'316 | 36'653 | 50'722 CHF | 9'990 CHF | 97.57% | 97.57% |
12.11.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 190'000 | 60'000 | 192'966 | 36'523 | 51'154 CHF | 10'081 CHF | 99.50% | 99.50% |
11.11.2024 | 2.43% | 0.32 CHF | 0.33 CHF | 160'000 | 60'000 | 129'156 | 36'595 | 52'601 CHF | 14'974 CHF | 98.41% | 98.41% |
08.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 60'000 | 112'972 | 36'517 | 52'332 CHF | 17'359 CHF | 99.60% | 99.60% |
07.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 60'000 | 104'486 | 39'801 | 51'810 CHF | 19'938 CHF | 57.44% | 57.44% |