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 | 2.32% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 100'911 | 75'000 | 51'523 CHF | 39'207 CHF | 99.36% | 99.36% |
19.11.2024 | 2.81% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 101'621 | 75'000 | 51'000 CHF | 38'727 CHF | 83.38% | 83.38% |
18.11.2024 | 2.57% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 93'339 | 75'000 | 52'395 CHF | 43'225 CHF | 100.00% | 100.00% |
15.11.2024 | 2.38% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'035 CHF | 44'407 CHF | 99.99% | 99.99% |
14.11.2024 | 2.61% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 100'547 | 75'000 | 53'728 CHF | 41'172 CHF | 99.52% | 99.52% |
13.11.2024 | 2.68% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 97'327 | 74'443 | 52'946 CHF | 41'626 CHF | 99.32% | 99.32% |
12.11.2024 | 3.15% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 90'013 | 75'000 | 52'534 CHF | 45'171 CHF | 100.00% | 100.00% |
11.11.2024 | 2.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'211 | 75'000 | 55'286 CHF | 56'455 CHF | 100.00% | 100.00% |
08.11.2024 | 2.67% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 72'806 | 50'000 | 52'578 CHF | 37'127 CHF | 100.00% | 100.00% |
07.11.2024 | 2.28% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 65'308 | 50'000 | 54'196 CHF | 42'527 CHF | 91.77% | 91.77% |