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 | 2.92% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 153'809 | 100'000 | 51'846 CHF | 34'726 CHF | 100.00% | 100.00% |
19.11.2024 | 2.98% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'405 | 98'649 | 50'644 CHF | 36'859 CHF | 99.97% | 99.97% |
18.11.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 160'806 | 100'000 | 52'035 CHF | 33'379 CHF | 100.00% | 100.00% |
15.11.2024 | 3.55% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 160'338 | 98'213 | 50'741 CHF | 32'094 CHF | 99.99% | 99.99% |
14.11.2024 | 3.36% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 166'341 | 99'347 | 51'180 CHF | 31'605 CHF | 99.26% | 99.26% |
13.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 138'545 | 99'593 | 51'593 CHF | 38'105 CHF | 95.58% | 95.58% |
12.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'065 | 100'000 | 51'906 CHF | 39'455 CHF | 99.99% | 99.99% |
11.11.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 128'006 | 100'000 | 52'376 CHF | 41'933 CHF | 99.99% | 99.99% |
08.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'900 | 100'000 | 52'297 CHF | 49'499 CHF | 100.00% | 100.00% |
07.11.2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 114'669 | 99'697 | 52'691 CHF | 46'880 CHF | 99.99% | 99.99% |