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 | 2.19% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 117'053 | 75'000 | 52'820 CHF | 34'619 CHF | 94.79% | 94.79% |
19.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'976 | 75'000 | 52'933 CHF | 36'543 CHF | 100.00% | 100.00% |
18.11.2024 | 3.23% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 68'193 | 51'451 | 29'811 CHF | 23'059 CHF | 100.00% | 100.00% |
15.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'666 | 75'000 | 51'877 CHF | 33'280 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 114'651 | 75'000 | 52'471 CHF | 35'123 CHF | 83.69% | 83.69% |
13.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 74'112 | 52'514 CHF | 36'121 CHF | 94.16% | 94.16% |
12.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'957 | 75'000 | 52'886 CHF | 36'824 CHF | 84.38% | 84.38% |
11.11.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 130'204 | 75'000 | 51'090 CHF | 30'184 CHF | 94.79% | 94.79% |
08.11.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 118'219 | 75'000 | 52'673 CHF | 34'184 CHF | 100.00% | 100.00% |
07.11.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 117'007 | 72'251 | 52'934 CHF | 33'382 CHF | 93.52% | 93.52% |