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 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 111'538 | 75'000 | 51'838 CHF | 35'680 CHF | 100.00% | 100.00% |
19.11.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 127'475 | 50'000 | 52'471 CHF | 21'151 CHF | 99.99% | 99.99% |
18.11.2024 | 3.04% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 123'594 | 63'971 | 52'069 CHF | 27'623 CHF | 100.00% | 100.00% |
15.11.2024 | 2.89% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 140'773 | 50'000 | 51'585 CHF | 18'916 CHF | 99.90% | 99.90% |
14.11.2024 | 3.07% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 131'363 | 48'156 | 48'533 CHF | 18'351 CHF | 97.31% | 97.31% |
13.11.2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'847 | 74'123 | 52'517 CHF | 33'562 CHF | 98.65% | 98.65% |
12.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 126'366 | 50'000 | 51'991 CHF | 21'138 CHF | 96.80% | 96.80% |
11.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 106'732 | 50'000 | 52'025 CHF | 24'926 CHF | 99.56% | 99.56% |
08.11.2024 | 2.32% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 109'637 | 50'000 | 51'977 CHF | 24'265 CHF | 99.41% | 99.41% |
07.11.2024 | 2.38% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 94'729 | 47'981 | 49'363 CHF | 25'596 CHF | 97.83% | 97.83% |