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 | 3.22% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'101 | 100'000 | 51'641 CHF | 31'559 CHF | 99.00% | 99.00% |
19.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 190'103 | 100'000 | 190'982 | 100'000 | 45'226 CHF | 24'683 CHF | 100.00% | 100.00% |
18.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 191'771 | 100'000 | 191'935 | 100'000 | 45'057 CHF | 24'479 CHF | 100.00% | 100.00% |
15.11.2024 | 3.60% | 0.23 CHF | 0.24 CHF | 192'392 | 100'000 | 182'402 | 100'000 | 49'889 CHF | 28'434 CHF | 84.57% | 84.57% |
14.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 157'560 | 100'000 | 51'974 CHF | 34'018 CHF | 99.22% | 99.22% |
13.11.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'136 | 99'160 | 51'592 CHF | 37'800 CHF | 99.36% | 99.36% |
12.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'243 | 100'000 | 52'026 CHF | 45'481 CHF | 94.98% | 94.98% |
11.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 155'359 | 100'000 | 51'836 CHF | 34'418 CHF | 99.41% | 99.41% |
08.11.2024 | 3.37% | 0.26 CHF | 0.27 CHF | 187'650 | 100'000 | 174'771 | 100'000 | 51'063 CHF | 30'336 CHF | 79.98% | 79.98% |
07.11.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 141'906 | 97'395 | 50'781 CHF | 35'902 CHF | 98.73% | 98.73% |