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 | 6.20% | 0.18 CHF | 0.19 CHF | 434'900 | 434'900 | 170'053 | 170'053 | 32'687 CHF | 34'620 CHF | 99.82% | 99.82% |
19.11.2024 | 8.90% | 0.25 CHF | 0.26 CHF | 331'900 | 331'900 | 91'302 | 91'302 | 23'169 CHF | 24'261 CHF | 99.92% | 99.92% |
18.11.2024 | 4.39% | 0.26 CHF | 0.27 CHF | 398'900 | 398'900 | 146'880 | 146'880 | 34'599 CHF | 36'071 CHF | 99.89% | 99.89% |
15.11.2024 | 4.90% | 0.25 CHF | 0.26 CHF | 330'700 | 330'700 | 124'403 | 124'403 | 31'464 CHF | 32'885 CHF | 99.52% | 99.52% |
14.11.2024 | 4.51% | 0.27 CHF | 0.28 CHF | 333'500 | 333'500 | 131'776 | 131'776 | 36'419 CHF | 37'913 CHF | 100.00% | 100.00% |
13.11.2024 | 2.95% | 0.29 CHF | 0.30 CHF | 253'100 | 253'100 | 94'270 | 94'270 | 31'064 CHF | 32'008 CHF | 100.00% | 100.00% |
12.11.2024 | 4.47% | 0.37 CHF | 0.38 CHF | 220'200 | 220'200 | 53'433 | 53'433 | 20'698 CHF | 21'305 CHF | 99.95% | 99.95% |
11.11.2024 | 4.24% | 0.45 CHF | 0.46 CHF | 182'100 | 182'100 | 50'155 | 50'155 | 23'526 CHF | 24'078 CHF | 99.87% | 99.87% |
08.11.2024 | 2.29% | 0.48 CHF | 0.49 CHF | 197'800 | 197'800 | 79'491 | 79'491 | 36'036 CHF | 36'832 CHF | 100.00% | 100.00% |
07.11.2024 | 2.41% | 0.45 CHF | 0.46 CHF | 220'800 | 220'800 | 85'879 | 85'879 | 37'354 CHF | 38'218 CHF | 99.87% | 99.87% |