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 | 2.65% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 137'978 | 100'000 | 51'369 CHF | 38'262 CHF | 100.00% | 100.00% |
19.11.2024 | 2.84% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'267 | 98'649 | 51'291 CHF | 38'716 CHF | 99.95% | 99.95% |
18.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 147'006 | 100'000 | 51'871 CHF | 36'299 CHF | 100.00% | 100.00% |
15.11.2024 | 3.34% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 151'566 | 98'210 | 51'101 CHF | 34'154 CHF | 99.99% | 99.99% |
14.11.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 144'870 | 99'347 | 51'052 CHF | 36'044 CHF | 99.26% | 99.26% |
13.11.2024 | 2.92% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 146'778 | 99'535 | 51'236 CHF | 35'777 CHF | 83.76% | 83.76% |
12.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 143'767 | 100'000 | 51'546 CHF | 36'879 CHF | 100.00% | 100.00% |
11.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'527 | 100'000 | 51'800 CHF | 35'676 CHF | 99.99% | 99.99% |
08.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 155'765 | 100'000 | 51'849 CHF | 34'307 CHF | 100.00% | 100.00% |
07.11.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 171'427 | 99'697 | 51'320 CHF | 30'858 CHF | 99.99% | 99.99% |