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 | 2.48% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'518 | 100'000 | 51'541 CHF | 40'804 CHF | 99.00% | 99.00% |
19.11.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 158'138 | 100'000 | 51'951 CHF | 33'870 CHF | 100.00% | 100.00% |
18.11.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'644 | 100'000 | 51'821 CHF | 33'699 CHF | 100.00% | 100.00% |
15.11.2024 | 2.71% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 142'765 | 100'000 | 52'040 CHF | 37'555 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 | 2.16% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 112'946 | 99'160 | 52'275 CHF | 46'927 CHF | 99.36% | 99.36% |
12.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 103'485 | 100'000 | 54'506 CHF | 54'034 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 121'930 | 100'000 | 51'956 CHF | 43'645 CHF | 99.41% | 99.41% |
08.11.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 136'761 | 100'000 | 51'865 CHF | 39'064 CHF | 100.00% | 100.00% |
07.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 116'824 | 97'395 | 52'593 CHF | 44'896 CHF | 98.73% | 98.73% |