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 | 1.88% | 0.55 CHF | 0.56 CHF | 230'000 | 230'000 | 102'881 | 102'881 | 55'810 CHF | 56'840 CHF | 99.90% | 99.90% |
19.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 230'000 | 230'000 | 95'354 | 95'354 | 48'668 CHF | 49'624 CHF | 100.00% | 100.00% |
18.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 225'000 | 225'000 | 102'722 | 102'722 | 54'872 CHF | 55'901 CHF | 99.90% | 99.90% |
15.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 225'000 | 225'000 | 92'049 | 92'049 | 48'291 CHF | 49'213 CHF | 100.00% | 100.00% |
14.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 225'000 | 225'000 | 100'754 | 100'754 | 53'273 CHF | 54'283 CHF | 100.00% | 100.00% |
13.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 230'000 | 230'000 | 103'554 | 103'554 | 57'468 CHF | 58'507 CHF | 98.76% | 99.94% |
12.11.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 230'000 | 230'000 | 101'321 | 101'321 | 52'825 CHF | 53'840 CHF | 100.00% | 100.00% |
11.11.2024 | 5.17% | 0.51 CHF | 0.52 CHF | 225'000 | 225'000 | 56'510 | 56'510 | 30'003 CHF | 31'513 CHF | 99.55% | 99.55% |
08.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 235'000 | 235'000 | 106'628 | 106'628 | 61'425 CHF | 62'493 CHF | 98.79% | 98.79% |
07.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 240'000 | 240'000 | 106'157 | 106'157 | 61'414 CHF | 62'477 CHF | 100.00% | 100.00% |