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 | 3.23% | 0.32 CHF | 0.33 CHF | 135'470 | 75'000 | 134'999 | 75'000 | 41'250 CHF | 23'659 CHF | 100.00% | 100.00% |
19.11.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 126'288 | 73'320 | 50'160 CHF | 29'864 CHF | 92.09% | 92.09% |
18.11.2024 | 2.84% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 135'091 | 75'000 | 47'400 CHF | 27'087 CHF | 100.00% | 100.00% |
15.11.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 135'807 | 75'000 | 135'868 | 75'000 | 46'354 CHF | 26'351 CHF | 100.00% | 100.00% |
14.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 138'193 | 75'000 | 135'247 | 75'000 | 51'365 CHF | 29'292 CHF | 99.52% | 99.52% |
13.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 74'146 | 52'330 CHF | 36'026 CHF | 99.32% | 99.32% |
12.11.2024 | 2.37% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 125'364 | 75'000 | 52'260 CHF | 32'048 CHF | 100.00% | 100.00% |
11.11.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 137'118 | 75'000 | 131'835 | 75'000 | 51'697 CHF | 30'174 CHF | 100.00% | 100.00% |
08.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 121'790 | 75'000 | 51'229 CHF | 32'309 CHF | 100.00% | 100.00% |
07.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 132'162 | 72'406 | 51'502 CHF | 28'864 CHF | 99.12% | 99.12% |