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 | 2.80% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 146'446 | 100'000 | 51'530 CHF | 36'212 CHF | 99.00% | 99.00% |
19.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'089 | 100'000 | 51'035 CHF | 29'355 CHF | 100.00% | 100.00% |
18.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 180'209 | 100'000 | 50'970 CHF | 29'310 CHF | 85.24% | 85.24% |
15.11.2024 | 3.09% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 162'429 | 100'000 | 51'789 CHF | 33'006 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 138'146 | 100'000 | 51'872 CHF | 38'573 CHF | 99.22% | 99.22% |
13.11.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 124'564 | 99'160 | 51'943 CHF | 42'380 CHF | 99.36% | 99.36% |
12.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'191 | 100'000 | 52'672 CHF | 49'398 CHF | 100.00% | 100.00% |
11.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'648 | 100'000 | 51'584 CHF | 39'071 CHF | 99.41% | 99.41% |
08.11.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 155'243 | 100'000 | 51'770 CHF | 34'515 CHF | 100.00% | 100.00% |
07.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'117 | 97'395 | 52'754 CHF | 40'545 CHF | 98.73% | 98.73% |