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 | 3.03% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 140'019 | 140'019 | 45'595 CHF | 46'995 CHF | 100.00% | 100.00% |
19.11.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 124'798 | 124'798 | 45'034 CHF | 46'282 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 48'857 CHF | 50'157 CHF | 100.00% | 100.00% |
15.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 46'814 CHF | 48'014 CHF | 100.00% | 100.00% |
14.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 126'797 | 126'797 | 48'358 CHF | 49'626 CHF | 99.36% | 99.36% |
13.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 125'682 | 125'682 | 47'652 CHF | 48'909 CHF | 100.00% | 100.00% |
12.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 47'007 CHF | 48'210 CHF | 100.00% | 100.00% |
11.11.2024 | 3.59% | 0.40 CHF | 0.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'999 CHF | 50'792 CHF | 99.93% | 99.93% |
08.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 45'741 CHF | 46'948 CHF | 100.00% | 100.00% |
07.11.2024 | 3.53% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'465 CHF | 50'208 CHF | 100.00% | 100.00% |