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 | 2.32% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 121'325 | 100'000 | 51'684 CHF | 43'619 CHF | 100.00% | 100.00% |
19.11.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'333 | 100'000 | 51'960 CHF | 41'508 CHF | 100.00% | 100.00% |
18.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'361 | 100'000 | 51'187 CHF | 40'269 CHF | 100.00% | 100.00% |
15.11.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 129'943 | 100'000 | 52'450 CHF | 41'365 CHF | 100.00% | 100.00% |
14.11.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 136'113 | 100'000 | 52'022 CHF | 39'272 CHF | 99.22% | 99.22% |
13.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 146'900 | 99'160 | 51'597 CHF | 35'851 CHF | 99.36% | 99.36% |
12.11.2024 | 2.29% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 120'790 | 100'000 | 52'088 CHF | 44'187 CHF | 100.00% | 100.00% |
11.11.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'059 | 100'000 | 52'307 CHF | 52'788 CHF | 100.00% | 100.00% |
08.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'108 | 100'000 | 50'999 CHF | 51'456 CHF | 100.00% | 100.00% |
07.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 51'126 CHF | 50'815 CHF | 98.73% | 98.73% |