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 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'951 | 75'000 | 51'291 CHF | 32'563 CHF | 100.00% | 100.00% |
19.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 135'995 | 75'000 | 51'781 CHF | 29'391 CHF | 92.76% | 92.76% |
18.11.2024 | 2.70% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'006 | 63'972 | 51'629 CHF | 28'226 CHF | 100.00% | 100.00% |
15.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 113'570 | 75'000 | 52'820 CHF | 35'678 CHF | 100.00% | 100.00% |
14.11.2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 115'757 | 75'000 | 52'105 CHF | 34'560 CHF | 99.26% | 99.26% |
13.11.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 134'165 | 74'106 | 52'099 CHF | 29'613 CHF | 96.42% | 96.42% |
12.11.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 101'642 | 75'000 | 50'785 CHF | 38'262 CHF | 99.09% | 99.09% |
11.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'674 CHF | 40'255 CHF | 100.00% | 100.00% |
08.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'438 | 75'000 | 52'394 CHF | 36'339 CHF | 99.75% | 99.75% |
07.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 102'820 | 72'667 | 51'669 CHF | 37'362 CHF | 98.69% | 98.69% |