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 | 2.52% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 119'982 | 119'982 | 46'964 CHF | 48'164 CHF | 100.00% | 100.00% |
19.11.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 45'962 CHF | 47'062 CHF | 97.51% | 97.51% |
18.11.2024 | 2.53% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'994 | 119'994 | 47'043 CHF | 48'243 CHF | 86.28% | 86.28% |
15.11.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 110'670 | 110'670 | 43'175 CHF | 44'281 CHF | 90.27% | 90.27% |
14.11.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 109'990 | 109'990 | 45'845 CHF | 46'945 CHF | 99.48% | 99.48% |
13.11.2024 | 2.72% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 119'948 | 119'948 | 44'264 CHF | 45'464 CHF | 96.55% | 96.55% |
12.11.2024 | 1.57% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 109'127 | 109'127 | 69'117 CHF | 70'209 CHF | 95.90% | 95.90% |
11.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 70'292 CHF | 71'292 CHF | 99.99% | 99.99% |
08.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 109'982 | 109'982 | 71'077 CHF | 72'177 CHF | 97.99% | 97.99% |
07.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 73'068 CHF | 74'168 CHF | 80.80% | 80.80% |