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 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 111'061 | 75'000 | 51'718 CHF | 35'688 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'091 | 75'000 | 52'061 CHF | 33'269 CHF | 60.60% | 60.60% |
18.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'742 | 75'000 | 52'077 CHF | 33'373 CHF | 100.00% | 100.00% |
15.11.2024 | 2.12% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 111'118 | 75'000 | 51'906 CHF | 35'808 CHF | 100.00% | 100.00% |
14.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'414 | 75'000 | 51'287 CHF | 38'701 CHF | 99.27% | 99.27% |
13.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'107 | 74'437 | 52'383 CHF | 40'116 CHF | 99.40% | 99.40% |
12.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 96'650 | 75'000 | 52'582 CHF | 41'612 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'255 CHF | 45'129 CHF | 100.00% | 100.00% |
08.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'993 CHF | 44'911 CHF | 100.00% | 100.00% |
07.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 81'932 | 73'704 | 51'703 CHF | 47'323 CHF | 99.23% | 99.23% |