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 | 3.78% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'487 | 100'000 | 52'737 CHF | 42'639 CHF | 100.00% | 100.00% |
19.11.2024 | 3.89% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 123'420 | 100'000 | 51'063 CHF | 43'073 CHF | 100.00% | 100.00% |
18.11.2024 | 3.33% | 0.43 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'158 CHF | 44'933 CHF | 100.00% | 100.00% |
15.11.2024 | 3.63% | 0.42 CHF | 0.44 CHF | 120'000 | 100'000 | 120'220 | 100'000 | 51'605 CHF | 44'516 CHF | 99.99% | 99.99% |
14.11.2024 | 3.28% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'744 CHF | 45'414 CHF | 99.52% | 99.52% |
13.11.2024 | 3.26% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'906 | 99'147 | 52'918 CHF | 45'591 CHF | 99.32% | 99.32% |
12.11.2024 | 3.82% | 0.45 CHF | 0.47 CHF | 120'000 | 100'000 | 111'420 | 100'000 | 51'141 CHF | 47'698 CHF | 100.00% | 100.00% |
11.11.2024 | 3.43% | 0.47 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'225 CHF | 49'133 CHF | 100.00% | 100.00% |
08.11.2024 | 3.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'492 CHF | 48'286 CHF | 100.00% | 100.00% |
07.11.2024 | 3.23% | 0.48 CHF | 0.50 CHF | 110'000 | 100'000 | 110'018 | 97'408 | 52'356 CHF | 47'869 CHF | 99.13% | 99.13% |