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 | 2.69% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 142'022 | 100'000 | 52'132 CHF | 37'738 CHF | 100.00% | 100.00% |
19.11.2024 | 3.02% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'909 | 98'649 | 50'584 CHF | 36'444 CHF | 99.96% | 99.96% |
18.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'302 | 100'000 | 51'102 CHF | 39'928 CHF | 100.00% | 100.00% |
15.11.2024 | 2.73% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 123'177 | 98'210 | 50'514 CHF | 41'319 CHF | 99.99% | 99.99% |
14.11.2024 | 2.61% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'647 | 99'347 | 51'441 CHF | 40'438 CHF | 99.27% | 99.27% |
13.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 130'614 | 99'541 | 52'498 CHF | 41'034 CHF | 84.86% | 84.86% |
12.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'475 | 100'000 | 51'746 CHF | 40'373 CHF | 100.00% | 100.00% |
11.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 127'375 | 100'000 | 51'959 CHF | 41'818 CHF | 99.99% | 99.99% |
08.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'324 | 100'000 | 51'296 CHF | 43'636 CHF | 100.00% | 100.00% |
07.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'666 | 99'697 | 51'116 CHF | 47'061 CHF | 99.99% | 99.99% |