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 | 2.53% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 132'325 | 100'000 | 51'544 CHF | 39'969 CHF | 100.00% | 100.00% |
19.11.2024 | 2.61% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 123'892 | 98'649 | 51'382 CHF | 41'948 CHF | 99.97% | 99.97% |
18.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 138'247 | 100'000 | 51'898 CHF | 38'559 CHF | 100.00% | 100.00% |
15.11.2024 | 3.06% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 137'789 | 98'213 | 50'730 CHF | 37'161 CHF | 99.99% | 99.99% |
14.11.2024 | 2.88% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 142'630 | 99'347 | 51'349 CHF | 36'798 CHF | 99.26% | 99.26% |
13.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'766 | 99'594 | 51'164 CHF | 43'211 CHF | 95.84% | 95.84% |
12.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'397 CHF | 44'665 CHF | 99.99% | 99.99% |
11.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'886 | 100'000 | 51'558 CHF | 47'099 CHF | 99.99% | 99.99% |
08.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'684 CHF | 54'684 CHF | 100.00% | 100.00% |
07.11.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'806 | 99'697 | 51'566 CHF | 52'024 CHF | 99.99% | 99.99% |