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 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'378 | 100'000 | 51'702 CHF | 40'972 CHF | 99.00% | 99.00% |
19.11.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 157'861 | 100'000 | 51'935 CHF | 33'920 CHF | 100.00% | 100.00% |
18.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 158'144 | 100'000 | 51'856 CHF | 33'821 CHF | 100.00% | 100.00% |
15.11.2024 | 2.70% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 142'599 | 100'000 | 52'033 CHF | 37'590 CHF | 100.00% | 100.00% |
14.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'490 | 100'000 | 51'471 CHF | 43'388 CHF | 99.22% | 99.22% |
13.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 112'781 | 99'160 | 52'267 CHF | 46'983 CHF | 99.36% | 99.36% |
12.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 103'424 | 100'000 | 54'599 CHF | 54'152 CHF | 100.00% | 100.00% |
11.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 121'914 | 100'000 | 52'057 CHF | 43'734 CHF | 99.41% | 99.41% |
08.11.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 135'851 | 100'000 | 51'684 CHF | 39'170 CHF | 100.00% | 100.00% |
07.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 116'731 | 97'395 | 52'578 CHF | 44'920 CHF | 98.73% | 98.73% |