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 | 2.78% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 142'001 | 50'000 | 50'430 CHF | 18'263 CHF | 100.00% | 100.00% |
19.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 135'492 | 50'000 | 52'059 CHF | 19'732 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 138'091 | 50'000 | 51'820 CHF | 19'273 CHF | 100.00% | 100.00% |
15.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 138'602 | 50'000 | 51'939 CHF | 19'254 CHF | 100.00% | 100.00% |
14.11.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 124'416 | 50'000 | 51'466 CHF | 21'205 CHF | 99.22% | 99.22% |
13.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 119'776 | 49'448 | 52'817 CHF | 22'304 CHF | 99.36% | 99.36% |
12.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'463 CHF | 21'943 CHF | 100.00% | 100.00% |
11.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 139'934 | 50'000 | 51'141 CHF | 18'788 CHF | 100.00% | 100.00% |
08.11.2024 | 3.64% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'153 CHF | 11'565 CHF | 91.59% | 91.59% |
07.11.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 136'213 | 48'697 | 52'175 CHF | 19'167 CHF | 98.73% | 98.73% |