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 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 158'056 | 100'000 | 51'712 CHF | 33'737 CHF | 99.00% | 99.00% |
19.11.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 190'367 | 100'000 | 190'606 | 100'000 | 49'307 CHF | 26'875 CHF | 69.54% | 69.54% |
18.11.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 191'959 | 100'000 | 191'711 | 100'000 | 48'780 CHF | 26'454 CHF | 83.28% | 83.28% |
15.11.2024 | 3.30% | 0.27 CHF | 0.28 CHF | 192'088 | 100'000 | 172'138 | 100'000 | 51'368 CHF | 30'924 CHF | 90.13% | 90.13% |
14.11.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 146'897 | 100'000 | 51'804 CHF | 36'298 CHF | 99.22% | 99.22% |
13.11.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 132'652 | 99'160 | 52'104 CHF | 39'986 CHF | 99.36% | 99.36% |
12.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 114'560 | 100'000 | 51'780 CHF | 46'938 CHF | 100.00% | 100.00% |
11.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 143'760 | 100'000 | 51'175 CHF | 36'645 CHF | 99.41% | 99.41% |
08.11.2024 | 3.16% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 165'518 | 100'000 | 51'598 CHF | 32'329 CHF | 91.41% | 91.41% |
07.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 136'824 | 97'395 | 52'013 CHF | 38'078 CHF | 98.73% | 98.73% |