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 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'283 | 75'000 | 51'318 CHF | 35'653 CHF | 100.00% | 100.00% |
19.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'588 | 75'000 | 52'524 CHF | 33'696 CHF | 99.40% | 99.40% |
18.11.2024 | 2.40% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 115'911 | 75'000 | 52'324 CHF | 34'708 CHF | 100.00% | 100.00% |
15.11.2024 | 2.40% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 101'836 | 75'000 | 51'789 CHF | 39'107 CHF | 100.00% | 100.00% |
14.11.2024 | 2.17% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 102'600 | 75'000 | 52'345 CHF | 39'158 CHF | 99.52% | 99.52% |
13.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 92'124 | 74'442 | 52'192 CHF | 42'968 CHF | 99.32% | 99.32% |
12.11.2024 | 1.80% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'229 | 75'000 | 54'135 CHF | 46'342 CHF | 100.00% | 100.00% |
11.11.2024 | 1.73% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'762 CHF | 50'326 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 79'912 | 75'000 | 54'681 CHF | 52'139 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 74'526 | 72'408 | 58'106 CHF | 57'219 CHF | 99.13% | 99.13% |