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 | 4.83% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 137'829 | 25'336 | 52'163 CHF | 10'145 CHF | 99.66% | 99.66% |
19.11.2024 | 4.59% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 129'952 | 25'336 | 52'027 CHF | 10'584 CHF | 99.64% | 99.64% |
18.11.2024 | 4.59% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'277 | 25'334 | 51'753 CHF | 10'458 CHF | 99.65% | 99.65% |
15.11.2024 | 5.27% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 151'061 | 29'347 | 51'805 CHF | 11'294 CHF | 56.32% | 56.32% |
14.11.2024 | 7.54% | 0.26 CHF | 0.27 CHF | 200'000 | 25'000 | 213'015 | 20'006 | 51'208 CHF | 5'197 CHF | 99.64% | 99.64% |
13.11.2024 | 6.40% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 185'871 | 25'791 | 51'712 CHF | 7'659 CHF | 96.77% | 96.77% |
12.11.2024 | 6.58% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 186'789 | 25'334 | 51'627 CHF | 7'433 CHF | 99.64% | 99.64% |
11.11.2024 | 7.51% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 216'399 | 20'291 | 51'104 CHF | 5'173 CHF | 96.91% | 96.91% |
08.11.2024 | 8.91% | 0.23 CHF | 0.24 CHF | 220'000 | 25'000 | 251'981 | 20'026 | 50'939 CHF | 4'443 CHF | 99.64% | 99.64% |
07.11.2024 | 8.68% | 0.21 CHF | 0.22 CHF | 250'000 | 25'000 | 247'952 | 20'022 | 51'062 CHF | 4'488 CHF | 99.66% | 99.66% |