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 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 118'281 | 100'000 | 52'742 CHF | 45'612 CHF | 99.00% | 99.00% |
19.11.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 138'436 | 100'000 | 52'212 CHF | 38'732 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 137'891 | 100'000 | 51'722 CHF | 38'535 CHF | 100.00% | 100.00% |
15.11.2024 | 2.39% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 124'582 | 100'000 | 51'517 CHF | 42'442 CHF | 100.00% | 100.00% |
14.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'972 | 100'000 | 51'894 CHF | 48'196 CHF | 99.22% | 99.22% |
13.11.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'157 | 99'160 | 51'273 CHF | 51'767 CHF | 99.36% | 99.36% |
12.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 101'380 | 100'000 | 58'431 CHF | 58'815 CHF | 100.00% | 100.00% |
11.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'901 | 100'000 | 52'730 CHF | 48'570 CHF | 99.41% | 99.41% |
08.11.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 122'081 | 100'000 | 52'012 CHF | 43'731 CHF | 100.00% | 100.00% |
07.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 101'867 | 97'395 | 50'765 CHF | 49'591 CHF | 98.73% | 98.73% |