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% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 139'860 | 139'860 | 54'764 CHF | 56'163 CHF | 100.00% | 100.00% |
19.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'033 | 125'033 | 53'611 CHF | 54'861 CHF | 99.86% | 99.86% |
18.11.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 126'630 | 126'630 | 51'755 CHF | 53'022 CHF | 99.88% | 99.88% |
15.11.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 131'026 | 131'026 | 52'246 CHF | 53'557 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'700 | 149'700 | 56'177 CHF | 57'674 CHF | 100.00% | 100.00% |
13.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 142'453 | 142'453 | 54'864 CHF | 56'289 CHF | 100.00% | 100.00% |
12.11.2024 | 3.28% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 176'079 | 176'079 | 52'867 CHF | 54'628 CHF | 99.66% | 99.66% |
11.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 192'487 | 192'487 | 54'395 CHF | 56'320 CHF | 99.88% | 99.88% |
08.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 166'767 | 166'767 | 54'882 CHF | 56'550 CHF | 100.00% | 100.00% |
07.11.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 173'211 | 173'211 | 52'698 CHF | 54'430 CHF | 99.87% | 99.87% |