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 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'477 CHF | 41'367 CHF | 100.00% | 100.00% |
19.11.2024 | 2.71% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 128'148 | 98'650 | 50'985 CHF | 40'253 CHF | 100.00% | 100.00% |
18.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 122'818 | 100'000 | 51'169 CHF | 42'683 CHF | 100.00% | 100.00% |
15.11.2024 | 2.52% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 117'904 | 98'303 | 51'520 CHF | 43'957 CHF | 100.00% | 100.00% |
14.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'706 | 99'349 | 50'848 CHF | 46'645 CHF | 99.28% | 99.28% |
13.11.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'266 | 99'421 | 52'079 CHF | 44'415 CHF | 97.10% | 97.10% |
12.11.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'266 | 100'000 | 51'219 CHF | 43'592 CHF | 100.00% | 100.00% |
11.11.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 136'150 | 100'000 | 52'073 CHF | 39'272 CHF | 100.00% | 100.00% |
08.11.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'917 | 100'000 | 51'575 CHF | 37'863 CHF | 100.00% | 100.00% |
07.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 141'403 | 99'694 | 51'987 CHF | 37'677 CHF | 100.00% | 100.00% |