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 | 2.42% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 127'161 | 100'000 | 51'898 CHF | 41'860 CHF | 100.00% | 100.00% |
19.11.2024 | 2.55% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'477 | 98'649 | 51'136 CHF | 42'910 CHF | 99.97% | 99.97% |
18.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 125'282 | 100'000 | 51'903 CHF | 42'465 CHF | 100.00% | 100.00% |
15.11.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'394 | 98'210 | 51'072 CHF | 42'706 CHF | 100.00% | 100.00% |
14.11.2024 | 2.58% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 128'420 | 99'347 | 51'677 CHF | 41'058 CHF | 99.29% | 99.29% |
13.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 111'233 | 99'588 | 52'325 CHF | 47'903 CHF | 94.69% | 94.69% |
12.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'382 CHF | 48'620 CHF | 100.00% | 100.00% |
11.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'912 | 100'000 | 51'763 CHF | 52'316 CHF | 100.00% | 100.00% |
08.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'658 CHF | 61'658 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 61'374 CHF | 62'375 CHF | 99.99% | 99.99% |