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 | 2.59% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 136'702 | 100'000 | 52'049 CHF | 39'096 CHF | 100.00% | 100.00% |
19.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 142'062 | 100'000 | 51'328 CHF | 37'148 CHF | 100.00% | 100.00% |
18.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'687 | 100'000 | 51'770 CHF | 35'589 CHF | 100.00% | 100.00% |
15.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'714 | 100'000 | 51'195 CHF | 36'889 CHF | 100.00% | 100.00% |
14.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 153'977 | 100'000 | 51'864 CHF | 34'748 CHF | 99.22% | 99.22% |
13.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 168'298 | 99'160 | 51'761 CHF | 31'516 CHF | 99.36% | 99.36% |
12.11.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 134'400 | 100'000 | 52'019 CHF | 39'768 CHF | 100.00% | 100.00% |
11.11.2024 | 2.09% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'482 | 100'000 | 52'763 CHF | 48'365 CHF | 100.00% | 100.00% |
08.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 112'387 | 100'000 | 51'590 CHF | 46'926 CHF | 100.00% | 100.00% |
07.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'022 | 97'395 | 51'521 CHF | 46'617 CHF | 98.73% | 98.73% |