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 | 2.51% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'635 | 100'000 | 51'323 CHF | 40'294 CHF | 100.00% | 100.00% |
19.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 124'392 | 100'000 | 51'431 CHF | 42'376 CHF | 100.00% | 100.00% |
18.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'227 CHF | 43'689 CHF | 100.00% | 100.00% |
15.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 124'122 | 100'000 | 51'717 CHF | 42'689 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 118'685 | 100'000 | 51'758 CHF | 44'641 CHF | 99.22% | 99.22% |
13.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'041 | 99'160 | 52'057 CHF | 47'504 CHF | 99.36% | 99.36% |
12.11.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 133'010 | 100'000 | 51'896 CHF | 40'097 CHF | 100.00% | 100.00% |
11.11.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 168'426 | 100'000 | 51'526 CHF | 31'635 CHF | 100.00% | 100.00% |
08.11.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 160'939 | 100'000 | 51'733 CHF | 33'159 CHF | 100.00% | 100.00% |
07.11.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 166'580 | 97'395 | 52'113 CHF | 31'460 CHF | 98.73% | 98.73% |