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 | 3.02% | 0.36 CHF | 0.37 CHF | 305'000 | 305'000 | 299'940 | 299'940 | 97'980 CHF | 100'980 CHF | 99.88% | 99.88% |
19.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 100'488 CHF | 103'489 CHF | 98.74% | 98.74% |
18.11.2024 | 4.88% | 0.23 CHF | 0.24 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 57'912 CHF | 60'794 CHF | 100.00% | 100.00% |
15.11.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 285'000 | 285'000 | 283'482 | 283'482 | 46'028 CHF | 48'863 CHF | 100.00% | 100.00% |
14.11.2024 | 9.79% | 0.16 CHF | 0.17 CHF | 285'000 | 285'000 | 278'061 | 278'061 | 31'032 CHF | 33'812 CHF | 99.39% | 99.39% |
13.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 297'574 | 297'574 | 94'798 CHF | 97'774 CHF | 99.61% | 99.61% |
12.11.2024 | 3.55% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 296'163 | 296'163 | 82'541 CHF | 85'502 CHF | 30.14% | 99.24% |
11.11.2024 | - | 0.19 CHF | 0.24 CHF | 285'000 | 58'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 4.57% | 0.24 CHF | 0.25 CHF | 290'000 | 290'000 | 287'719 | 287'719 | 62'118 CHF | 64'995 CHF | 98.00% | 98.97% |
07.11.2024 | 5.17% | 0.16 CHF | 0.17 CHF | 280'000 | 280'000 | 283'393 | 283'393 | 54'056 CHF | 56'890 CHF | 99.95% | 99.99% |