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 | 2.39% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 124'433 | 75'000 | 51'523 CHF | 31'845 CHF | 100.00% | 100.00% |
19.11.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 142'404 | 73'453 | 50'121 CHF | 26'654 CHF | 100.00% | 100.00% |
18.11.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 133'948 | 63'973 | 51'223 CHF | 24'855 CHF | 100.00% | 100.00% |
15.11.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 132'571 | 75'000 | 51'728 CHF | 30'100 CHF | 100.00% | 100.00% |
14.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'525 | 75'000 | 51'637 CHF | 27'956 CHF | 99.52% | 99.52% |
13.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 170'000 | 74'146 | 51'505 CHF | 23'213 CHF | 99.32% | 99.32% |
12.11.2024 | 2.89% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 151'484 | 75'000 | 51'584 CHF | 26'304 CHF | 100.00% | 100.00% |
11.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'601 | 75'000 | 51'204 CHF | 27'693 CHF | 100.00% | 100.00% |
08.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'722 | 75'000 | 51'398 CHF | 26'330 CHF | 100.00% | 100.00% |
07.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 141'979 | 72'406 | 51'436 CHF | 27'059 CHF | 99.12% | 99.12% |