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 | 3.55% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 184'958 | 50'000 | 51'108 CHF | 14'349 CHF | 100.00% | 100.00% |
19.11.2024 | 4.30% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 197'682 | 50'000 | 50'875 CHF | 13'457 CHF | 100.00% | 100.00% |
18.11.2024 | 3.82% | 0.24 CHF | 0.25 CHF | 209'959 | 50'000 | 198'444 | 50'000 | 51'026 CHF | 13'372 CHF | 100.00% | 100.00% |
15.11.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 182'817 | 50'000 | 51'041 CHF | 14'497 CHF | 100.00% | 100.00% |
14.11.2024 | 3.54% | 0.22 CHF | 0.23 CHF | 209'884 | 50'000 | 184'245 | 50'000 | 51'194 CHF | 14'527 CHF | 99.52% | 99.52% |
13.11.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 138'759 | 49'704 | 51'786 CHF | 19'080 CHF | 99.32% | 99.32% |
12.11.2024 | 2.98% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 147'773 | 50'000 | 51'625 CHF | 18'010 CHF | 100.00% | 100.00% |
11.11.2024 | 3.95% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 177'492 | 50'000 | 51'459 CHF | 15'105 CHF | 100.00% | 100.00% |
08.11.2024 | 3.88% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 188'794 | 50'000 | 51'340 CHF | 14'159 CHF | 100.00% | 100.00% |
07.11.2024 | 5.06% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 206'146 | 48'610 | 45'732 CHF | 11'303 CHF | 92.51% | 92.51% |