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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.48% | 0.41 CHF | 0.42 CHF | 190'000 | 190'000 | 86'151 | 86'151 | 30'770 CHF | 31'891 CHF | 100.00% | 100.00% |
20.11.2024 | 6.20% | 0.38 CHF | 0.39 CHF | 195'000 | 195'000 | 86'985 | 86'985 | 32'236 CHF | 33'811 CHF | 99.89% | 99.89% |
19.11.2024 | 7.54% | 0.35 CHF | 0.36 CHF | 195'000 | 195'000 | 80'345 | 80'345 | 26'418 CHF | 27'862 CHF | 100.00% | 100.00% |
18.11.2024 | 6.67% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 89'571 | 89'571 | 24'179 CHF | 25'581 CHF | 99.89% | 99.89% |
15.11.2024 | 7.60% | 0.25 CHF | 0.26 CHF | 205'000 | 205'000 | 91'450 | 91'450 | 22'188 CHF | 23'625 CHF | 99.89% | 99.89% |
14.11.2024 | 7.56% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 68'841 | 68'841 | 19'483 CHF | 20'519 CHF | 100.00% | 100.00% |
13.11.2024 | 6.31% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 87'829 | 87'829 | 30'306 CHF | 31'889 CHF | 100.00% | 100.00% |
12.11.2024 | 5.43% | 0.36 CHF | 0.37 CHF | 195'000 | 195'000 | 86'096 | 86'096 | 34'724 CHF | 36'275 CHF | 99.85% | 99.85% |
11.11.2024 | 4.73% | 0.44 CHF | 0.45 CHF | 190'000 | 190'000 | 83'944 | 83'944 | 39'389 CHF | 40'903 CHF | 99.59% | 99.59% |
08.11.2024 | 4.90% | 0.46 CHF | 0.47 CHF | 190'000 | 190'000 | 85'312 | 85'312 | 39'200 CHF | 40'740 CHF | 99.24% | 99.24% |