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 | 2.36% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 125'661 | 100'000 | 52'569 CHF | 42'875 CHF | 100.00% | 100.00% |
19.11.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 119'096 | 98'649 | 51'037 CHF | 43'295 CHF | 99.93% | 99.93% |
18.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'038 CHF | 41'029 CHF | 100.00% | 100.00% |
15.11.2024 | 2.94% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 133'698 | 98'210 | 51'366 CHF | 38'762 CHF | 99.99% | 99.99% |
14.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'201 | 99'347 | 51'913 CHF | 40'630 CHF | 99.23% | 99.23% |
13.11.2024 | 2.57% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'935 | 99'598 | 51'112 CHF | 40'501 CHF | 96.82% | 96.82% |
12.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'741 | 100'000 | 52'213 CHF | 41'571 CHF | 100.00% | 100.00% |
11.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 132'400 | 100'000 | 51'981 CHF | 40'285 CHF | 99.99% | 99.99% |
08.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 138'037 | 100'000 | 52'419 CHF | 38'989 CHF | 100.00% | 100.00% |
07.11.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 148'945 | 99'697 | 51'427 CHF | 35'431 CHF | 99.99% | 99.99% |