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 | 3.25% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 155'615 | 75'000 | 51'996 CHF | 25'903 CHF | 100.00% | 100.00% |
19.11.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 167'213 | 75'000 | 51'598 CHF | 23'903 CHF | 88.53% | 88.53% |
18.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 169'131 | 75'000 | 159'348 | 75'000 | 51'855 CHF | 25'182 CHF | 39.61% | 39.61% |
15.11.2024 | 3.21% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 136'016 | 75'000 | 51'450 CHF | 29'357 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 135'779 | 75'000 | 51'573 CHF | 29'408 CHF | 99.52% | 99.52% |
13.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 119'983 | 74'442 | 52'424 CHF | 33'291 CHF | 99.32% | 99.32% |
12.11.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'241 | 75'000 | 52'079 CHF | 36'592 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'976 | 75'000 | 52'847 CHF | 40'576 CHF | 100.00% | 100.00% |
08.11.2024 | 2.26% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 96'295 | 75'000 | 53'152 CHF | 42'389 CHF | 100.00% | 100.00% |
07.11.2024 | 2.04% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 83'368 | 72'408 | 53'989 CHF | 47'806 CHF | 99.13% | 99.13% |