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 | 2.14% | 0.42 CHF | 0.48 CHF | 120'000 | 100'000 | 110'000 | 100'000 | 51'451 CHF | 47'787 CHF | 14.13% | 90.21% |
19.11.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 118'858 | 100'000 | 52'425 CHF | 45'147 CHF | 99.36% | 99.36% |
18.11.2024 | 2.69% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 118'711 | 88'901 | 53'433 CHF | 40'936 CHF | 99.38% | 99.38% |
15.11.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'438 | 75'000 | 52'907 CHF | 37'419 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 104'844 | 75'000 | 51'685 CHF | 37'838 CHF | 98.90% | 98.90% |
13.11.2024 | 2.19% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 111'971 | 98'896 | 51'859 CHF | 46'838 CHF | 99.26% | 99.26% |
12.11.2024 | 2.03% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 102'181 | 75'000 | 51'254 CHF | 38'448 CHF | 99.00% | 99.00% |
11.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'457 CHF | 40'851 CHF | 99.90% | 99.90% |
08.11.2024 | 2.39% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 100'869 | 75'000 | 50'623 CHF | 38'557 CHF | 100.00% | 100.00% |
07.11.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'390 | 97'336 | 51'764 CHF | 49'921 CHF | 96.51% | 96.51% |