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 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'246 | 100'000 | 52'396 CHF | 44'579 CHF | 100.00% | 100.00% |
19.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 126'391 | 100'000 | 52'355 CHF | 42'450 CHF | 100.00% | 100.00% |
18.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'230 CHF | 41'177 CHF | 100.00% | 100.00% |
15.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 126'293 | 100'000 | 52'081 CHF | 42'260 CHF | 100.00% | 100.00% |
14.11.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 132'201 | 100'000 | 51'800 CHF | 40'217 CHF | 99.22% | 99.22% |
13.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 143'248 | 99'160 | 51'609 CHF | 36'747 CHF | 99.36% | 99.36% |
12.11.2024 | 2.24% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 118'959 | 100'000 | 52'423 CHF | 45'136 CHF | 100.00% | 100.00% |
11.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'788 CHF | 53'788 CHF | 100.00% | 100.00% |
08.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'022 | 100'000 | 51'407 CHF | 52'396 CHF | 100.00% | 100.00% |
07.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 97'395 | 52'095 CHF | 51'758 CHF | 98.73% | 98.73% |