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 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'999 | 100'000 | 51'663 CHF | 44'053 CHF | 99.00% | 99.00% |
19.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 141'603 | 100'000 | 51'148 CHF | 37'138 CHF | 100.00% | 100.00% |
18.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 144'073 | 100'000 | 51'636 CHF | 36'869 CHF | 100.00% | 100.00% |
15.11.2024 | 2.49% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 130'917 | 100'000 | 52'007 CHF | 40'812 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 116'615 | 100'000 | 52'968 CHF | 46'458 CHF | 99.22% | 99.22% |
13.11.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 105'143 | 99'160 | 51'982 CHF | 50'063 CHF | 99.36% | 99.36% |
12.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 101'827 | 100'000 | 57'027 CHF | 57'227 CHF | 100.00% | 100.00% |
11.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 112'184 | 100'000 | 51'548 CHF | 46'990 CHF | 99.41% | 99.41% |
08.11.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 125'566 | 100'000 | 51'795 CHF | 42'350 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'767 | 97'395 | 53'029 CHF | 48'091 CHF | 98.73% | 98.73% |