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 | 2.37% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 123'569 | 75'000 | 51'511 CHF | 32'042 CHF | 94.79% | 94.79% |
19.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'808 | 75'000 | 51'251 CHF | 30'402 CHF | 53.60% | 53.60% |
18.11.2024 | 3.20% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 68'211 | 51'451 | 29'237 CHF | 22'803 CHF | 100.00% | 100.00% |
15.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'600 | 75'000 | 52'421 CHF | 33'649 CHF | 100.00% | 100.00% |
14.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 125'109 | 75'000 | 51'598 CHF | 31'726 CHF | 79.54% | 79.54% |
13.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'223 | 74'082 | 51'283 CHF | 29'922 CHF | 91.10% | 91.10% |
12.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 132'014 | 75'000 | 51'360 CHF | 29'940 CHF | 70.91% | 70.91% |
11.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 109'274 | 75'000 | 52'267 CHF | 36'634 CHF | 94.79% | 94.79% |
08.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'392 | 75'000 | 51'601 CHF | 32'900 CHF | 100.00% | 100.00% |
07.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 122'758 | 72'251 | 51'425 CHF | 31'082 CHF | 93.52% | 93.52% |