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 | 2.36% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 123'725 | 75'000 | 51'890 CHF | 32'252 CHF | 89.29% | 89.29% |
19.11.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 138'274 | 75'000 | 134'295 | 73'453 | 43'643 CHF | 24'661 CHF | 100.00% | 100.00% |
18.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 138'451 | 75'000 | 132'103 | 75'000 | 48'425 CHF | 28'441 CHF | 70.40% | 70.40% |
15.11.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 132'681 | 75'000 | 50'515 CHF | 29'408 CHF | 89.68% | 89.68% |
14.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 137'986 | 75'000 | 138'728 | 75'000 | 47'536 CHF | 26'457 CHF | 99.52% | 99.52% |
13.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 142'156 | 75'000 | 141'962 | 74'146 | 35'343 CHF | 19'201 CHF | 99.32% | 99.32% |
12.11.2024 | 3.20% | 0.25 CHF | 0.26 CHF | 141'654 | 75'000 | 139'132 | 75'000 | 42'886 CHF | 23'872 CHF | 100.00% | 100.00% |
11.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 137'285 | 75'000 | 137'673 | 75'000 | 46'049 CHF | 25'837 CHF | 100.00% | 100.00% |
08.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 138'166 | 75'000 | 137'787 | 75'000 | 42'144 CHF | 23'691 CHF | 100.00% | 100.00% |
07.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 136'570 | 75'000 | 136'907 | 72'406 | 46'249 CHF | 25'306 CHF | 99.12% | 99.12% |