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 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 138'734 | 100'000 | 51'824 CHF | 38'370 CHF | 99.00% | 99.00% |
19.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'509 | 100'000 | 51'655 CHF | 31'487 CHF | 100.00% | 100.00% |
18.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 169'969 | 100'000 | 51'486 CHF | 31'327 CHF | 100.00% | 100.00% |
15.11.2024 | 2.90% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 153'119 | 100'000 | 52'107 CHF | 35'137 CHF | 100.00% | 100.00% |
14.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 129'422 | 100'000 | 51'512 CHF | 40'825 CHF | 99.22% | 99.22% |
13.11.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 118'877 | 99'160 | 52'043 CHF | 44'427 CHF | 99.36% | 99.36% |
12.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 106'714 | 100'000 | 53'364 CHF | 51'526 CHF | 100.00% | 100.00% |
11.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'455 | 100'000 | 52'469 CHF | 41'265 CHF | 99.41% | 99.41% |
08.11.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 146'820 | 100'000 | 51'936 CHF | 36'523 CHF | 100.00% | 100.00% |
07.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'454 | 97'395 | 51'831 CHF | 42'621 CHF | 98.73% | 98.73% |