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 | 2.90% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 152'574 | 100'000 | 51'904 CHF | 35'053 CHF | 99.00% | 99.00% |
19.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 185'767 | 100'000 | 50'872 CHF | 28'410 CHF | 45.63% | 45.63% |
18.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 192'205 | 100'000 | 187'385 | 100'000 | 50'737 CHF | 28'108 CHF | 76.41% | 76.41% |
15.11.2024 | 3.20% | 0.27 CHF | 0.28 CHF | 192'767 | 100'000 | 168'307 | 100'000 | 51'838 CHF | 31'902 CHF | 97.74% | 97.74% |
14.11.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'598 | 100'000 | 51'388 CHF | 37'573 CHF | 99.22% | 99.22% |
13.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 127'601 | 99'160 | 51'786 CHF | 41'267 CHF | 99.36% | 99.36% |
12.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 112'369 | 100'000 | 52'437 CHF | 48'334 CHF | 100.00% | 100.00% |
11.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 141'771 | 100'000 | 52'397 CHF | 37'990 CHF | 99.41% | 99.41% |
08.11.2024 | 3.05% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 159'993 | 100'000 | 51'678 CHF | 33'439 CHF | 100.00% | 100.00% |
07.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'696 | 97'395 | 51'747 CHF | 39'325 CHF | 98.73% | 98.73% |