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 | 2.05% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 108'272 | 75'000 | 52'224 CHF | 36'946 CHF | 94.79% | 94.79% |
19.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 116'334 | 75'000 | 53'100 CHF | 35'012 CHF | 100.00% | 100.00% |
18.11.2024 | 2.90% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 63'572 | 51'451 | 31'558 CHF | 26'293 CHF | 100.00% | 100.00% |
15.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'456 | 75'000 | 51'091 CHF | 38'545 CHF | 100.00% | 100.00% |
14.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 111'779 | 75'000 | 52'966 CHF | 36'322 CHF | 83.69% | 83.69% |
13.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 112'284 | 74'112 | 51'637 CHF | 34'837 CHF | 94.16% | 94.16% |
12.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 112'885 | 75'000 | 51'790 CHF | 35'176 CHF | 84.38% | 84.38% |
11.11.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 97'288 | 75'000 | 53'231 CHF | 41'816 CHF | 94.79% | 94.79% |
08.11.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 105'764 | 75'000 | 52'227 CHF | 37'816 CHF | 100.00% | 100.00% |
07.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'623 | 72'251 | 52'867 CHF | 35'992 CHF | 93.52% | 93.52% |