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 | 2.60% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 130'478 | 75'000 | 49'686 CHF | 29'317 CHF | 100.00% | 100.00% |
19.11.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 122'115 | 75'000 | 51'256 CHF | 32'250 CHF | 100.00% | 100.00% |
18.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 125'301 | 75'000 | 51'781 CHF | 31'771 CHF | 100.00% | 100.00% |
15.11.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 124'617 | 75'000 | 51'761 CHF | 31'957 CHF | 100.00% | 100.00% |
14.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'003 | 75'000 | 52'348 CHF | 34'048 CHF | 99.52% | 99.52% |
13.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 111'866 | 74'138 | 51'940 CHF | 35'244 CHF | 98.35% | 98.35% |
12.11.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 129'463 | 75'000 | 50'960 CHF | 30'282 CHF | 99.90% | 99.90% |
11.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 128'719 | 75'000 | 128'591 | 75'000 | 42'548 CHF | 25'565 CHF | 100.00% | 100.00% |
08.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 128'361 | 75'000 | 128'057 | 75'000 | 44'348 CHF | 26'723 CHF | 100.00% | 100.00% |
07.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 126'343 | 75'000 | 127'285 | 72'408 | 39'331 CHF | 22'984 CHF | 99.13% | 99.13% |