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 | 2.67% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'378 | 100'000 | 51'518 CHF | 37'972 CHF | 99.00% | 99.00% |
19.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 171'709 | 100'000 | 51'582 CHF | 31'058 CHF | 100.00% | 100.00% |
18.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 173'239 | 100'000 | 51'685 CHF | 30'869 CHF | 100.00% | 100.00% |
15.11.2024 | 2.93% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 153'729 | 100'000 | 51'669 CHF | 34'725 CHF | 100.00% | 100.00% |
14.11.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 130'705 | 100'000 | 51'541 CHF | 40'458 CHF | 99.22% | 99.22% |
13.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'622 | 99'160 | 52'005 CHF | 44'114 CHF | 99.36% | 99.36% |
12.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'020 | 100'000 | 53'195 CHF | 51'227 CHF | 100.00% | 100.00% |
11.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'885 | 100'000 | 52'511 CHF | 40'846 CHF | 99.41% | 99.41% |
08.11.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 147'403 | 100'000 | 51'884 CHF | 36'350 CHF | 100.00% | 100.00% |
07.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 121'696 | 97'395 | 51'426 CHF | 42'214 CHF | 98.73% | 98.73% |