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 | 2.22% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 71'270 | 71'270 | 32'211 CHF | 32'925 CHF | 99.90% | 99.90% |
19.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 71'492 | 71'492 | 33'232 CHF | 33'949 CHF | 98.91% | 98.91% |
18.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 71'235 | 71'235 | 36'239 CHF | 36'954 CHF | 99.58% | 99.58% |
15.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 71'161 | 71'161 | 37'366 CHF | 38'080 CHF | 99.89% | 99.89% |
14.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 72'506 | 72'506 | 39'307 CHF | 40'034 CHF | 98.84% | 98.84% |
13.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 71'374 | 71'374 | 36'151 CHF | 36'866 CHF | 100.00% | 100.00% |
12.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 66'549 | 66'549 | 33'392 CHF | 34'061 CHF | 100.00% | 100.00% |
11.11.2024 | 2.40% | 0.47 CHF | 0.48 CHF | 130'000 | 130'000 | 70'791 | 70'791 | 31'041 CHF | 31'756 CHF | 99.93% | 99.93% |
08.11.2024 | 4.63% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 49'044 | 49'044 | 19'402 CHF | 19'940 CHF | 100.00% | 100.00% |
07.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 57'282 | 57'282 | 22'469 CHF | 23'043 CHF | 98.68% | 98.68% |