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 | 2.43% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 126'289 | 75'000 | 51'327 CHF | 31'286 CHF | 100.00% | 100.00% |
19.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'674 | 73'453 | 50'137 CHF | 37'357 CHF | 100.00% | 100.00% |
18.11.2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 116'768 | 75'000 | 52'583 CHF | 34'744 CHF | 100.00% | 100.00% |
15.11.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 118'671 | 75'000 | 52'504 CHF | 34'092 CHF | 100.00% | 100.00% |
14.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 108'043 | 75'000 | 52'104 CHF | 36'965 CHF | 99.52% | 99.52% |
13.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 74'146 | 51'963 CHF | 43'554 CHF | 99.32% | 99.32% |
12.11.2024 | 1.90% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 99'685 | 75'000 | 51'932 CHF | 39'832 CHF | 100.00% | 100.00% |
11.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 104'545 | 75'000 | 51'719 CHF | 37'882 CHF | 100.00% | 100.00% |
08.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'477 CHF | 40'108 CHF | 100.00% | 100.00% |
07.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'544 | 72'406 | 51'864 CHF | 36'248 CHF | 99.12% | 99.12% |