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 | 2.63% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 138'658 | 100'000 | 52'026 CHF | 38'540 CHF | 100.00% | 100.00% |
19.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 130'857 | 100'000 | 51'921 CHF | 40'689 CHF | 100.00% | 100.00% |
18.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 127'430 | 100'000 | 52'372 CHF | 42'116 CHF | 100.00% | 100.00% |
15.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'090 CHF | 41'069 CHF | 100.00% | 100.00% |
14.11.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 123'432 | 100'000 | 51'834 CHF | 43'036 CHF | 99.22% | 99.22% |
13.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 115'796 | 99'160 | 52'251 CHF | 45'775 CHF | 99.36% | 99.36% |
12.11.2024 | 2.64% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 139'013 | 100'000 | 52'047 CHF | 38'508 CHF | 100.00% | 100.00% |
11.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 187'827 | 100'000 | 180'023 | 100'000 | 51'350 CHF | 29'530 CHF | 28.17% | 28.17% |
08.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'879 | 100'000 | 51'702 CHF | 31'451 CHF | 100.00% | 100.00% |
07.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 173'039 | 97'395 | 51'363 CHF | 29'908 CHF | 98.73% | 98.73% |