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 | 2.78% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 145'488 | 100'000 | 51'576 CHF | 36'476 CHF | 99.00% | 99.00% |
19.11.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 179'509 | 100'000 | 51'114 CHF | 29'487 CHF | 100.00% | 100.00% |
18.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 178'921 | 100'000 | 50'998 CHF | 29'533 CHF | 87.91% | 87.91% |
15.11.2024 | 3.08% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 162'188 | 100'000 | 51'923 CHF | 33'137 CHF | 100.00% | 100.00% |
14.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 137'736 | 100'000 | 52'187 CHF | 38'917 CHF | 99.22% | 99.22% |
13.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 124'074 | 99'160 | 51'919 CHF | 42'532 CHF | 99.36% | 99.36% |
12.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'079 | 100'000 | 52'836 CHF | 49'599 CHF | 100.00% | 100.00% |
11.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 134'963 | 100'000 | 51'585 CHF | 39'265 CHF | 99.41% | 99.41% |
08.11.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 155'140 | 100'000 | 51'824 CHF | 34'574 CHF | 100.00% | 100.00% |
07.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 129'455 | 97'395 | 52'674 CHF | 40'673 CHF | 98.73% | 98.73% |