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 | 2.98% | 0.34 CHF | 0.35 CHF | 144'798 | 50'000 | 144'192 | 50'000 | 47'646 CHF | 17'020 CHF | 100.00% | 100.00% |
19.11.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 144'939 | 50'000 | 142'036 | 50'000 | 51'135 CHF | 18'512 CHF | 100.00% | 100.00% |
18.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 145'592 | 50'000 | 143'623 | 50'000 | 50'561 CHF | 18'109 CHF | 96.91% | 96.91% |
15.11.2024 | 2.81% | 0.33 CHF | 0.34 CHF | 145'189 | 50'000 | 143'693 | 50'000 | 50'416 CHF | 18'060 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 133'200 | 50'000 | 52'021 CHF | 20'055 CHF | 99.22% | 99.22% |
13.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 123'951 | 49'448 | 51'610 CHF | 21'094 CHF | 99.36% | 99.36% |
12.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'961 | 50'000 | 52'518 CHF | 20'706 CHF | 100.00% | 100.00% |
11.11.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 142'997 | 50'000 | 48'641 CHF | 17'511 CHF | 100.00% | 100.00% |
08.11.2024 | 4.19% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'515 CHF | 10'964 CHF | 100.00% | 100.00% |
07.11.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 143'055 | 50'000 | 140'882 | 48'697 | 50'785 CHF | 18'056 CHF | 98.73% | 98.73% |