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 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'304 | 75'000 | 52'215 CHF | 37'618 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'987 CHF | 40'490 CHF | 100.00% | 100.00% |
18.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'337 CHF | 40'003 CHF | 100.00% | 100.00% |
15.11.2024 | 2.01% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 106'498 | 75'000 | 52'465 CHF | 37'733 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 115'813 | 75'000 | 52'611 CHF | 34'849 CHF | 99.27% | 99.27% |
13.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'661 | 74'437 | 51'783 CHF | 32'967 CHF | 99.40% | 99.40% |
12.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'580 | 75'000 | 50'332 CHF | 32'062 CHF | 100.00% | 100.00% |
11.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 120'303 | 75'000 | 119'915 | 75'000 | 44'464 CHF | 28'559 CHF | 100.00% | 100.00% |
08.11.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 120'099 | 75'000 | 119'192 | 75'000 | 44'957 CHF | 29'037 CHF | 100.00% | 100.00% |
07.11.2024 | 3.04% | 0.36 CHF | 0.37 CHF | 118'306 | 75'000 | 117'797 | 73'746 | 39'241 CHF | 25'286 CHF | 99.05% | 99.05% |