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 | 2.54% | 0.39 CHF | 0.40 CHF | 126'262 | 75'000 | 126'020 | 75'000 | 48'947 CHF | 29'882 CHF | 100.00% | 100.00% |
19.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 126'698 | 75'000 | 127'358 | 75'000 | 44'862 CHF | 27'171 CHF | 100.00% | 100.00% |
18.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 126'822 | 75'000 | 127'674 | 75'000 | 45'709 CHF | 27'603 CHF | 100.00% | 100.00% |
15.11.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 128'051 | 75'000 | 126'401 | 75'000 | 49'405 CHF | 30'070 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'110 CHF | 33'319 CHF | 81.14% | 81.14% |
13.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 117'220 | 74'437 | 52'942 CHF | 34'399 CHF | 99.40% | 99.40% |
12.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 111'971 | 75'000 | 52'311 CHF | 35'849 CHF | 100.00% | 100.00% |
11.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'579 CHF | 39'434 CHF | 100.00% | 100.00% |
08.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'015 | 75'000 | 51'250 CHF | 39'182 CHF | 100.00% | 100.00% |
07.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 93'942 | 73'746 | 52'117 CHF | 41'740 CHF | 99.05% | 99.05% |