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 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 147'426 | 75'000 | 51'571 CHF | 27'003 CHF | 94.79% | 94.79% |
19.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 157'773 | 75'000 | 52'240 CHF | 25'598 CHF | 100.00% | 100.00% |
18.11.2024 | 4.73% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 75'789 | 46'607 | 26'866 CHF | 17'191 CHF | 87.49% | 87.49% |
15.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'921 | 75'000 | 51'434 CHF | 28'135 CHF | 98.83% | 98.83% |
14.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 149'488 | 75'000 | 51'553 CHF | 26'667 CHF | 83.23% | 83.23% |
13.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 157'259 | 74'112 | 52'267 CHF | 25'387 CHF | 94.16% | 94.16% |
12.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 158'047 | 75'000 | 52'290 CHF | 25'572 CHF | 84.17% | 84.17% |
11.11.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 131'605 | 75'000 | 52'320 CHF | 30'583 CHF | 94.79% | 94.79% |
08.11.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 141'781 | 75'000 | 51'021 CHF | 27'749 CHF | 100.00% | 100.00% |
07.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 143'260 | 72'251 | 51'093 CHF | 26'583 CHF | 93.52% | 93.52% |