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 | 2.24% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'971 CHF | 45'142 CHF | 100.00% | 100.00% |
19.11.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'313 | 98'650 | 51'672 CHF | 44'088 CHF | 100.00% | 100.00% |
18.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 113'503 | 100'000 | 51'668 CHF | 46'547 CHF | 100.00% | 100.00% |
15.11.2024 | 2.32% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'109 | 98'303 | 51'298 CHF | 47'647 CHF | 100.00% | 100.00% |
14.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'015 | 99'349 | 51'810 CHF | 50'043 CHF | 99.28% | 99.28% |
13.11.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'914 | 99'035 | 52'046 CHF | 48'329 CHF | 58.24% | 58.24% |
12.11.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'605 | 100'000 | 51'227 CHF | 47'323 CHF | 100.00% | 100.00% |
11.11.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 122'225 | 100'000 | 51'371 CHF | 43'052 CHF | 100.00% | 100.00% |
08.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'602 | 100'000 | 52'294 CHF | 41'677 CHF | 100.00% | 100.00% |
07.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 127'804 | 99'694 | 51'752 CHF | 41'394 CHF | 100.00% | 100.00% |