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 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 136'325 | 50'000 | 52'282 CHF | 19'688 CHF | 100.00% | 100.00% |
19.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 131'750 | 50'000 | 51'326 CHF | 19'989 CHF | 95.85% | 95.85% |
18.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 134'706 | 50'000 | 51'942 CHF | 19'790 CHF | 99.57% | 99.57% |
15.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'048 | 50'000 | 51'130 CHF | 18'755 CHF | 100.00% | 100.00% |
14.11.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 146'110 | 50'000 | 51'683 CHF | 18'195 CHF | 99.44% | 99.44% |
13.11.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 149'027 | 49'878 | 51'859 CHF | 17'872 CHF | 94.79% | 94.79% |
12.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 164'416 | 50'000 | 52'361 CHF | 16'435 CHF | 100.00% | 100.00% |
11.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 171'872 | 50'000 | 51'610 CHF | 15'520 CHF | 94.79% | 94.79% |
08.11.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 170'749 | 50'000 | 51'938 CHF | 15'728 CHF | 100.00% | 100.00% |
07.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 185'973 | 48'444 | 50'978 CHF | 13'756 CHF | 99.06% | 99.06% |