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% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 135'354 | 100'000 | 51'599 CHF | 39'264 CHF | 90.20% | 90.20% |
19.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 143'953 | 100'000 | 51'373 CHF | 36'765 CHF | 100.00% | 100.00% |
18.11.2024 | 3.18% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 138'158 | 100'000 | 51'987 CHF | 38'893 CHF | 99.38% | 99.38% |
15.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'009 CHF | 33'256 CHF | 100.00% | 100.00% |
14.11.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'451 | 100'000 | 52'357 CHF | 44'879 CHF | 99.22% | 99.22% |
13.11.2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 132'286 | 99'159 | 51'983 CHF | 40'022 CHF | 99.36% | 99.36% |
12.11.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 117'026 | 75'000 | 52'126 CHF | 34'456 CHF | 100.00% | 100.00% |
11.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'397 | 75'000 | 52'433 CHF | 37'733 CHF | 100.00% | 100.00% |
08.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 118'220 | 75'000 | 53'043 CHF | 34'415 CHF | 100.00% | 100.00% |
07.11.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'722 | 97'396 | 51'901 CHF | 44'636 CHF | 98.73% | 98.73% |