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 | 2.24% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'175 | 100'000 | 52'609 CHF | 45'157 CHF | 99.00% | 99.00% |
19.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'212 | 100'000 | 51'931 CHF | 38'314 CHF | 100.00% | 100.00% |
18.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'198 | 100'000 | 51'626 CHF | 38'111 CHF | 100.00% | 100.00% |
15.11.2024 | 2.42% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 127'653 | 100'000 | 52'120 CHF | 41'917 CHF | 100.00% | 100.00% |
14.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'023 | 100'000 | 51'684 CHF | 47'573 CHF | 99.22% | 99.22% |
13.11.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'861 | 99'160 | 51'528 CHF | 51'183 CHF | 99.36% | 99.36% |
12.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 101'459 | 100'000 | 58'045 CHF | 58'398 CHF | 100.00% | 100.00% |
11.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'859 | 100'000 | 52'611 CHF | 48'071 CHF | 99.41% | 99.41% |
08.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 122'760 | 100'000 | 52'060 CHF | 43'515 CHF | 100.00% | 100.00% |
07.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 103'102 | 97'395 | 51'002 CHF | 49'259 CHF | 98.73% | 98.73% |