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 | 3.24% | 0.31 CHF | 0.32 CHF | 166'748 | 75'000 | 167'266 | 75'000 | 50'783 CHF | 23'521 CHF | 93.38% | 93.38% |
19.11.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 167'770 | 75'000 | 168'447 | 75'000 | 46'787 CHF | 21'583 CHF | 99.40% | 99.40% |
18.11.2024 | 3.72% | 0.30 CHF | 0.31 CHF | 167'904 | 75'000 | 168'415 | 75'000 | 48'819 CHF | 22'566 CHF | 94.95% | 94.95% |
15.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 167'407 | 75'000 | 145'373 | 75'000 | 51'090 CHF | 27'189 CHF | 90.98% | 90.98% |
14.11.2024 | 3.15% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 144'341 | 75'000 | 51'431 CHF | 27'648 CHF | 65.32% | 65.32% |
13.11.2024 | 2.78% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 128'556 | 74'442 | 52'135 CHF | 31'047 CHF | 99.32% | 99.32% |
12.11.2024 | 2.74% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'001 | 75'000 | 52'538 CHF | 34'342 CHF | 100.00% | 100.00% |
11.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 104'182 | 75'000 | 51'881 CHF | 38'214 CHF | 100.00% | 100.00% |
08.11.2024 | 2.23% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 100'211 | 75'000 | 52'348 CHF | 40'073 CHF | 100.00% | 100.00% |
07.11.2024 | 1.94% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 85'798 | 72'407 | 52'982 CHF | 45'542 CHF | 99.13% | 99.13% |