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 | 3.05% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 160'531 | 50'000 | 51'760 CHF | 16'651 CHF | 100.00% | 100.00% |
19.11.2024 | 3.13% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 151'553 | 50'000 | 51'766 CHF | 17'651 CHF | 100.00% | 100.00% |
18.11.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 150'823 | 50'000 | 51'744 CHF | 17'670 CHF | 100.00% | 100.00% |
15.11.2024 | 3.35% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 161'547 | 50'000 | 51'610 CHF | 16'528 CHF | 100.00% | 100.00% |
14.11.2024 | 3.18% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 165'740 | 50'000 | 51'313 CHF | 16'120 CHF | 99.52% | 99.52% |
13.11.2024 | 4.65% | 0.24 CHF | 0.25 CHF | 216'470 | 50'000 | 216'512 | 49'648 | 46'632 CHF | 11'196 CHF | 83.55% | 83.55% |
12.11.2024 | 4.00% | 0.21 CHF | 0.22 CHF | 216'572 | 50'000 | 204'618 | 50'000 | 50'163 CHF | 12'772 CHF | 90.26% | 90.26% |
11.11.2024 | 3.23% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 169'395 | 50'000 | 51'618 CHF | 15'759 CHF | 100.00% | 100.00% |
08.11.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 159'007 | 50'000 | 51'894 CHF | 16'841 CHF | 100.00% | 100.00% |
07.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 137'784 | 48'695 | 51'700 CHF | 18'828 CHF | 98.51% | 98.51% |