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 | 5.39% | 0.28 CHF | 0.29 CHF | 132'000 | 132'000 | 58'815 | 58'815 | 16'522 CHF | 17'286 CHF | 99.34% | 99.34% |
19.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 134'000 | 134'000 | 111'606 | 111'606 | 34'312 CHF | 35'428 CHF | 12.75% | 12.75% |
18.11.2024 | 5.33% | 0.28 CHF | 0.29 CHF | 98'000 | 98'000 | 44'081 | 44'081 | 12'565 CHF | 13'139 CHF | 99.74% | 99.74% |
15.11.2024 | 4.78% | 0.28 CHF | 0.29 CHF | 98'000 | 98'000 | 44'148 | 44'148 | 13'541 CHF | 14'115 CHF | 99.90% | 99.90% |
14.11.2024 | 5.71% | 0.27 CHF | 0.28 CHF | 98'000 | 98'000 | 44'202 | 44'202 | 11'861 CHF | 12'438 CHF | 98.58% | 98.58% |
13.11.2024 | 5.54% | 0.25 CHF | 0.26 CHF | 98'000 | 98'000 | 44'141 | 44'141 | 11'722 CHF | 12'296 CHF | 100.00% | 100.00% |
12.11.2024 | 5.62% | 0.24 CHF | 0.25 CHF | 98'000 | 98'000 | 44'177 | 44'177 | 10'486 CHF | 11'017 CHF | 99.90% | 99.90% |
11.11.2024 | 6.02% | 0.23 CHF | 0.24 CHF | 98'000 | 98'000 | 44'109 | 44'109 | 10'518 CHF | 11'088 CHF | 99.90% | 99.90% |
08.11.2024 | 5.05% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 45'118 | 45'118 | 13'087 CHF | 13'673 CHF | 99.05% | 99.05% |
07.11.2024 | 5.71% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 44'550 | 44'550 | 12'276 CHF | 12'855 CHF | 100.00% | 100.00% |