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 | 2.49% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 132'194 | 100'000 | 52'562 CHF | 40'809 CHF | 90.21% | 90.21% |
19.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 137'680 | 100'000 | 52'478 CHF | 39'150 CHF | 99.36% | 99.36% |
18.11.2024 | 3.06% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'644 | 88'902 | 51'428 CHF | 35'630 CHF | 99.38% | 99.38% |
15.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'670 CHF | 33'044 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'345 | 100'000 | 52'421 CHF | 44'567 CHF | 98.90% | 98.90% |
13.11.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 128'575 | 99'158 | 52'026 CHF | 41'168 CHF | 99.26% | 99.26% |
12.11.2024 | 2.30% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 117'977 | 75'000 | 52'386 CHF | 34'140 CHF | 99.00% | 99.00% |
11.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'617 CHF | 36'625 CHF | 99.90% | 99.90% |
08.11.2024 | 2.42% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'751 | 75'000 | 53'345 CHF | 34'230 CHF | 100.00% | 100.00% |
07.11.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'367 | 97'336 | 51'665 CHF | 44'430 CHF | 96.51% | 96.51% |