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 | 2.38% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 124'760 | 75'000 | 51'745 CHF | 31'920 CHF | 100.00% | 100.00% |
19.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 128'584 | 75'000 | 52'106 CHF | 31'190 CHF | 99.92% | 99.92% |
18.11.2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'772 | 71'308 | 51'351 CHF | 31'084 CHF | 91.45% | 91.45% |
15.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 112'235 | 75'000 | 51'836 CHF | 35'412 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 115'881 | 75'000 | 51'721 CHF | 34'283 CHF | 96.08% | 96.08% |
13.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 126'515 | 74'351 | 51'902 CHF | 31'271 CHF | 84.33% | 84.33% |
12.11.2024 | 2.12% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 111'190 | 75'000 | 52'007 CHF | 35'858 CHF | 88.09% | 88.09% |
11.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 108'130 | 72'496 | 49'941 CHF | 34'257 CHF | 74.49% | 74.49% |
08.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 123'483 | 75'000 | 51'356 CHF | 31'966 CHF | 99.37% | 99.37% |
07.11.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'340 | 73'698 | 52'706 CHF | 33'077 CHF | 98.73% | 98.73% |