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 | 2.59% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 135'665 | 100'000 | 51'696 CHF | 39'230 CHF | 90.21% | 90.21% |
19.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 128'703 | 100'000 | 52'436 CHF | 41'809 CHF | 100.00% | 100.00% |
18.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 132'063 | 100'000 | 51'571 CHF | 40'107 CHF | 99.38% | 99.38% |
15.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 154'182 | 75'000 | 52'068 CHF | 26'097 CHF | 100.00% | 100.00% |
14.11.2024 | 3.66% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 155'419 | 100'000 | 51'712 CHF | 34'582 CHF | 99.22% | 99.22% |
13.11.2024 | 3.39% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 137'375 | 99'159 | 51'892 CHF | 38'793 CHF | 99.36% | 99.36% |
12.11.2024 | 3.03% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 160'199 | 75'000 | 52'081 CHF | 25'262 CHF | 100.00% | 100.00% |
11.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 170'495 | 75'000 | 169'951 | 75'000 | 48'326 CHF | 22'075 CHF | 100.00% | 100.00% |
08.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 157'550 | 75'000 | 52'165 CHF | 25'597 CHF | 97.15% | 97.15% |
07.11.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 156'672 | 97'396 | 51'841 CHF | 33'306 CHF | 98.73% | 98.73% |