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 | 1.98% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 71'272 | 71'272 | 36'310 CHF | 37'024 CHF | 99.90% | 99.90% |
19.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 71'493 | 71'493 | 37'411 CHF | 38'128 CHF | 98.91% | 98.91% |
18.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 71'235 | 71'235 | 40'410 CHF | 41'125 CHF | 99.58% | 99.58% |
15.11.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 71'161 | 71'161 | 41'552 CHF | 42'267 CHF | 99.89% | 99.89% |
14.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 72'500 | 72'500 | 43'577 CHF | 44'304 CHF | 98.90% | 98.90% |
13.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 71'372 | 71'372 | 40'313 CHF | 41'028 CHF | 100.00% | 100.00% |
12.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 66'564 | 66'564 | 37'325 CHF | 37'993 CHF | 100.00% | 100.00% |
11.11.2024 | 2.11% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 70'794 | 70'794 | 35'111 CHF | 35'826 CHF | 99.93% | 99.93% |
08.11.2024 | 4.07% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 49'055 | 49'055 | 22'263 CHF | 22'801 CHF | 100.00% | 100.00% |
07.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 57'285 | 57'285 | 25'807 CHF | 26'382 CHF | 98.68% | 98.68% |