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 | 2.39% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 125'954 | 100'000 | 52'069 CHF | 42'370 CHF | 99.00% | 99.00% |
19.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'509 | 100'000 | 51'538 CHF | 35'487 CHF | 100.00% | 100.00% |
18.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 149'969 | 100'000 | 51'420 CHF | 35'327 CHF | 100.00% | 100.00% |
15.11.2024 | 2.59% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 135'208 | 100'000 | 51'414 CHF | 39'137 CHF | 100.00% | 100.00% |
14.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'011 | 100'000 | 52'134 CHF | 44'825 CHF | 99.22% | 99.22% |
13.11.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'820 | 99'160 | 52'081 CHF | 48'482 CHF | 99.36% | 99.36% |
12.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 102'594 | 100'000 | 55'721 CHF | 55'599 CHF | 100.00% | 100.00% |
11.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'105 | 100'000 | 52'693 CHF | 45'265 CHF | 99.41% | 99.41% |
08.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'036 | 100'000 | 51'682 CHF | 40'574 CHF | 100.00% | 100.00% |
07.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'454 | 97'395 | 52'019 CHF | 46'517 CHF | 98.73% | 98.73% |