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 | 2.62% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 137'212 | 75'000 | 51'633 CHF | 29'016 CHF | 100.00% | 100.00% |
19.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 160'432 | 73'453 | 50'191 CHF | 23'789 CHF | 100.00% | 100.00% |
18.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 151'726 | 63'973 | 52'183 CHF | 22'382 CHF | 100.00% | 100.00% |
15.11.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 148'475 | 75'000 | 52'057 CHF | 27'142 CHF | 100.00% | 100.00% |
14.11.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 161'802 | 75'000 | 52'074 CHF | 24'927 CHF | 99.52% | 99.52% |
13.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 198'170 | 74'146 | 51'809 CHF | 20'138 CHF | 99.32% | 99.32% |
12.11.2024 | 3.28% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 171'554 | 75'000 | 51'525 CHF | 23'290 CHF | 100.00% | 100.00% |
11.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 162'601 | 75'000 | 51'884 CHF | 24'693 CHF | 100.00% | 100.00% |
08.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'723 | 75'000 | 51'391 CHF | 23'330 CHF | 100.00% | 100.00% |
07.11.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'850 | 72'406 | 51'959 CHF | 24'226 CHF | 99.12% | 99.12% |