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 | 3.20% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 168'658 | 100'000 | 51'855 CHF | 31'760 CHF | 100.00% | 100.00% |
19.11.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 159'186 | 100'000 | 52'161 CHF | 33'789 CHF | 100.00% | 100.00% |
18.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 150'638 | 100'000 | 51'691 CHF | 35'321 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 156'862 | 100'000 | 52'058 CHF | 34'204 CHF | 100.00% | 100.00% |
14.11.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 147'555 | 100'000 | 51'785 CHF | 36'145 CHF | 99.22% | 99.22% |
13.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'485 | 99'160 | 51'836 CHF | 38'966 CHF | 99.36% | 99.36% |
12.11.2024 | 3.22% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 168'729 | 100'000 | 51'644 CHF | 31'690 CHF | 100.00% | 100.00% |
11.11.2024 | 4.45% | 0.25 CHF | 0.26 CHF | 191'252 | 100'000 | 189'040 | 100'000 | 41'708 CHF | 23'057 CHF | 100.00% | 100.00% |
08.11.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 189'010 | 100'000 | 188'753 | 100'000 | 44'556 CHF | 24'604 CHF | 100.00% | 100.00% |
07.11.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 187'708 | 100'000 | 188'782 | 97'395 | 43'174 CHF | 23'260 CHF | 98.73% | 98.73% |