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 | 6.29% | 0.19 CHF | 0.20 CHF | 374'800 | 374'800 | 124'054 | 124'054 | 21'916 CHF | 23'180 CHF | 99.89% | 99.89% |
19.11.2024 | 12.34% | 0.17 CHF | 0.18 CHF | 325'200 | 325'200 | 94'129 | 94'129 | 15'843 CHF | 17'142 CHF | 100.00% | 100.00% |
18.11.2024 | 10.38% | 0.19 CHF | 0.20 CHF | 306'200 | 306'200 | 93'337 | 93'337 | 16'992 CHF | 17'975 CHF | 88.25% | 99.60% |
15.11.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 302'600 | 302'600 | 104'810 | 104'810 | 20'477 CHF | 21'528 CHF | 98.94% | 98.94% |
14.11.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 253'500 | 253'500 | 87'176 | 87'176 | 19'859 CHF | 20'732 CHF | 100.00% | 100.00% |
13.11.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 224'400 | 224'400 | 77'155 | 77'155 | 19'511 CHF | 20'283 CHF | 100.00% | 100.00% |
12.11.2024 | 5.58% | 0.28 CHF | 0.29 CHF | 194'500 | 194'500 | 61'986 | 61'986 | 17'676 CHF | 18'341 CHF | 96.78% | 99.91% |
11.11.2024 | 3.47% | 0.31 CHF | 0.32 CHF | 214'400 | 214'400 | 74'137 | 74'137 | 22'313 CHF | 23'055 CHF | 99.89% | 99.89% |
08.11.2024 | 4.08% | 0.27 CHF | 0.28 CHF | 242'700 | 242'700 | 85'063 | 85'063 | 21'885 CHF | 22'736 CHF | 100.00% | 100.00% |
07.11.2024 | 4.52% | 0.23 CHF | 0.24 CHF | 274'200 | 274'200 | 94'779 | 94'779 | 21'258 CHF | 22'207 CHF | 99.90% | 99.90% |