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 | 2.76% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 132'500 | 50'000 | 51'391 CHF | 19'972 CHF | 100.00% | 100.00% |
19.11.2024 | 3.22% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 148'553 | 50'000 | 51'798 CHF | 18'023 CHF | 100.00% | 100.00% |
18.11.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 138'164 | 50'000 | 52'532 CHF | 19'533 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 140'490 | 50'000 | 51'412 CHF | 18'919 CHF | 100.00% | 100.00% |
14.11.2024 | 2.70% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'976 | 50'000 | 52'312 CHF | 20'675 CHF | 99.52% | 99.52% |
13.11.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'508 | 49'700 | 51'692 CHF | 20'123 CHF | 98.35% | 98.35% |
12.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 114'367 | 50'000 | 51'758 CHF | 23'197 CHF | 99.93% | 99.93% |
11.11.2024 | 2.18% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 101'110 | 50'000 | 50'844 CHF | 25'704 CHF | 100.00% | 100.00% |
08.11.2024 | 2.43% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 118'053 | 50'000 | 52'297 CHF | 22'710 CHF | 100.00% | 100.00% |
07.11.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 116'946 | 48'695 | 52'407 CHF | 22'399 CHF | 98.50% | 98.50% |