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 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 116'999 | 100'000 | 52'040 CHF | 45'526 CHF | 100.00% | 100.00% |
19.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 117'610 | 75'000 | 52'706 CHF | 34'399 CHF | 100.00% | 100.00% |
18.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'958 | 75'000 | 52'952 CHF | 36'868 CHF | 100.00% | 100.00% |
15.11.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 100'801 | 75'000 | 51'198 CHF | 38'855 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 102'208 | 75'000 | 52'267 CHF | 39'142 CHF | 99.22% | 99.22% |
13.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'602 | 74'446 | 52'375 CHF | 37'368 CHF | 98.74% | 98.74% |
12.11.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 101'594 | 75'000 | 52'188 CHF | 39'305 CHF | 100.00% | 100.00% |
11.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 95'429 | 75'000 | 53'370 CHF | 42'745 CHF | 100.00% | 100.00% |
08.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 94'526 | 75'000 | 52'320 CHF | 42'307 CHF | 100.00% | 100.00% |
07.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'222 | 73'699 | 54'030 CHF | 45'369 CHF | 98.73% | 98.73% |