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 | 2.38% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 125'488 | 100'000 | 52'010 CHF | 42'476 CHF | 99.00% | 99.00% |
19.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'446 | 100'000 | 51'549 CHF | 35'509 CHF | 100.00% | 100.00% |
18.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 149'462 | 100'000 | 51'475 CHF | 35'479 CHF | 100.00% | 100.00% |
15.11.2024 | 2.59% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 134'716 | 100'000 | 51'330 CHF | 39'213 CHF | 100.00% | 100.00% |
14.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'926 | 100'000 | 52'204 CHF | 44'917 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 | 102'517 | 100'000 | 55'827 CHF | 55'742 CHF | 100.00% | 100.00% |
11.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'621 | 100'000 | 52'591 CHF | 45'365 CHF | 99.41% | 99.41% |
08.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'023 | 100'000 | 51'702 CHF | 40'594 CHF | 100.00% | 100.00% |
07.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 111'431 | 97'395 | 52'077 CHF | 46'576 CHF | 98.73% | 98.73% |