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 | 2.26% | 0.39 CHF | 0.44 CHF | 130'000 | 75'000 | 119'888 | 75'000 | 52'522 CHF | 33'608 CHF | 14.13% | 100.00% |
19.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 129'855 | 75'000 | 121'758 | 75'000 | 51'282 CHF | 32'467 CHF | 51.65% | 51.65% |
18.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 113'955 | 75'000 | 52'184 CHF | 35'117 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 105'672 | 75'000 | 51'848 CHF | 37'583 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 103'133 | 75'000 | 51'080 CHF | 37'958 CHF | 99.22% | 99.22% |
13.11.2024 | 2.54% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 110'682 | 74'155 | 52'017 CHF | 35'808 CHF | 98.74% | 98.74% |
12.11.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 104'389 | 75'000 | 52'416 CHF | 38'475 CHF | 100.00% | 100.00% |
11.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 95'118 | 75'000 | 53'510 CHF | 43'005 CHF | 100.00% | 100.00% |
08.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 92'836 | 75'000 | 51'891 CHF | 42'728 CHF | 100.00% | 100.00% |
07.11.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 85'292 | 72'397 | 53'397 CHF | 46'039 CHF | 98.73% | 98.73% |