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 | 2.07% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 109'509 | 75'000 | 52'421 CHF | 36'683 CHF | 100.00% | 100.00% |
19.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 118'391 | 75'000 | 52'681 CHF | 34'138 CHF | 100.00% | 100.00% |
18.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 116'801 | 75'000 | 52'547 CHF | 34'518 CHF | 100.00% | 100.00% |
15.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 116'447 | 75'000 | 52'096 CHF | 34'352 CHF | 100.00% | 100.00% |
14.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 123'282 | 75'000 | 51'837 CHF | 32'317 CHF | 99.52% | 99.52% |
13.11.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 135'506 | 75'000 | 127'698 | 74'525 | 51'630 CHF | 30'969 CHF | 79.22% | 79.22% |
12.11.2024 | 2.10% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 111'472 | 75'000 | 52'497 CHF | 36'092 CHF | 99.90% | 99.90% |
11.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'509 CHF | 40'882 CHF | 100.00% | 100.00% |
08.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'370 CHF | 40'028 CHF | 100.00% | 100.00% |
07.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 93'886 | 72'408 | 52'159 CHF | 41'146 CHF | 99.13% | 99.13% |