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 | 2.66% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 132'877 | 50'000 | 52'042 CHF | 20'133 CHF | 100.00% | 100.00% |
19.11.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 139'975 | 50'000 | 52'137 CHF | 19'205 CHF | 100.00% | 100.00% |
18.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 139'560 | 50'000 | 51'952 CHF | 19'143 CHF | 100.00% | 100.00% |
15.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'987 | 50'000 | 51'577 CHF | 20'195 CHF | 100.00% | 100.00% |
14.11.2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 131'940 | 50'000 | 51'884 CHF | 20'287 CHF | 99.52% | 99.52% |
13.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 106'541 | 49'704 | 51'942 CHF | 24'765 CHF | 99.32% | 99.32% |
12.11.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 111'065 | 50'000 | 51'668 CHF | 23'769 CHF | 100.00% | 100.00% |
11.11.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 128'533 | 50'000 | 52'134 CHF | 20'801 CHF | 100.00% | 100.00% |
08.11.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 134'174 | 50'000 | 52'071 CHF | 19'923 CHF | 100.00% | 100.00% |
07.11.2024 | 3.05% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 151'786 | 48'695 | 51'380 CHF | 16'996 CHF | 98.51% | 98.51% |