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 | 3.23% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'789 | 75'000 | 51'227 CHF | 27'802 CHF | 100.00% | 100.00% |
19.11.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 154'637 | 75'000 | 51'928 CHF | 25'957 CHF | 99.40% | 99.40% |
18.11.2024 | 3.06% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 147'284 | 75'000 | 51'300 CHF | 26'962 CHF | 100.00% | 100.00% |
15.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 127'104 | 75'000 | 51'502 CHF | 31'266 CHF | 100.00% | 100.00% |
14.11.2024 | 2.77% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 128'642 | 75'000 | 52'080 CHF | 31'297 CHF | 99.52% | 99.52% |
13.11.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 112'589 | 74'442 | 52'100 CHF | 35'281 CHF | 99.32% | 99.32% |
12.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 102'883 | 75'000 | 51'688 CHF | 38'512 CHF | 100.00% | 100.00% |
11.11.2024 | 2.15% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 94'747 | 75'000 | 52'479 CHF | 42'498 CHF | 100.00% | 100.00% |
08.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'702 | 75'000 | 52'587 CHF | 44'315 CHF | 100.00% | 100.00% |
07.11.2024 | 1.91% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 78'854 | 72'407 | 53'238 CHF | 49'713 CHF | 99.13% | 99.13% |