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 | 2.68% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'267 | 150'267 | 55'485 CHF | 56'988 CHF | 97.92% | 97.92% |
19.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 155'732 | 155'732 | 53'472 CHF | 55'029 CHF | 98.93% | 98.93% |
18.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 148'945 | 148'945 | 56'690 CHF | 58'179 CHF | 99.94% | 99.94% |
15.11.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'332 | 125'332 | 51'385 CHF | 52'639 CHF | 97.92% | 97.92% |
14.11.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 129'379 | 129'379 | 52'673 CHF | 53'967 CHF | 100.00% | 100.00% |
13.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 155'645 | 155'645 | 53'799 CHF | 55'356 CHF | 100.00% | 100.00% |
12.11.2024 | 2.45% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 128'814 | 128'814 | 51'796 CHF | 53'084 CHF | 99.98% | 99.98% |
11.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'000 CHF | 58'250 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'245 CHF | 53'495 CHF | 98.38% | 98.38% |
07.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'493 CHF | 56'743 CHF | 94.35% | 94.35% |