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 | 2.40% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 126'192 | 100'000 | 51'880 CHF | 42'230 CHF | 90.21% | 90.21% |
19.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'314 | 100'000 | 52'641 CHF | 44'809 CHF | 100.00% | 100.00% |
18.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 122'303 | 100'000 | 51'248 CHF | 42'965 CHF | 99.38% | 99.38% |
15.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'514 | 75'000 | 51'693 CHF | 28'347 CHF | 100.00% | 100.00% |
14.11.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 142'720 | 100'000 | 51'776 CHF | 37'346 CHF | 99.22% | 99.22% |
13.11.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 127'375 | 99'159 | 51'929 CHF | 41'484 CHF | 99.36% | 99.36% |
12.11.2024 | 2.79% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 146'699 | 75'000 | 51'774 CHF | 27'335 CHF | 100.00% | 100.00% |
11.11.2024 | 4.07% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 166'673 | 75'000 | 51'873 CHF | 24'325 CHF | 100.00% | 100.00% |
08.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 142'602 | 75'000 | 51'190 CHF | 27'686 CHF | 100.00% | 100.00% |
07.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 144'389 | 97'396 | 51'766 CHF | 35'979 CHF | 98.73% | 98.73% |