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 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 143'163 | 100'000 | 51'259 CHF | 36'823 CHF | 100.00% | 100.00% |
19.11.2024 | 2.82% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 133'875 | 98'650 | 51'398 CHF | 38'905 CHF | 99.98% | 99.98% |
18.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 150'173 | 100'000 | 51'708 CHF | 35'456 CHF | 100.00% | 100.00% |
15.11.2024 | 3.34% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 150'285 | 98'213 | 50'661 CHF | 34'122 CHF | 99.99% | 99.99% |
14.11.2024 | 3.15% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 156'179 | 99'348 | 51'306 CHF | 33'676 CHF | 99.27% | 99.27% |
13.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 130'806 | 99'593 | 51'417 CHF | 40'166 CHF | 95.66% | 95.66% |
12.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 129'263 | 100'000 | 52'430 CHF | 41'568 CHF | 99.99% | 99.99% |
11.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'657 CHF | 44'047 CHF | 99.99% | 99.99% |
08.11.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'683 | 100'000 | 51'925 CHF | 51'610 CHF | 100.00% | 100.00% |
07.11.2024 | 2.11% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 107'645 | 99'697 | 51'719 CHF | 48'954 CHF | 99.99% | 99.99% |