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 | 2.31% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'047 | 100'000 | 51'384 CHF | 43'804 CHF | 99.00% | 99.00% |
19.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 143'252 | 100'000 | 51'422 CHF | 36'920 CHF | 100.00% | 100.00% |
18.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 144'737 | 100'000 | 51'626 CHF | 36'699 CHF | 100.00% | 100.00% |
15.11.2024 | 2.50% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 132'180 | 100'000 | 52'201 CHF | 40'590 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 116'800 | 100'000 | 52'971 CHF | 46'388 CHF | 99.22% | 99.22% |
13.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 105'293 | 99'160 | 51'943 CHF | 49'958 CHF | 99.36% | 99.36% |
12.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 101'863 | 100'000 | 56'966 CHF | 57'152 CHF | 100.00% | 100.00% |
11.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 112'795 | 100'000 | 51'538 CHF | 46'734 CHF | 99.41% | 99.41% |
08.11.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 126'582 | 100'000 | 51'972 CHF | 42'170 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'984 | 97'395 | 52'864 CHF | 47'842 CHF | 98.73% | 98.73% |