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 | 3.00% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'645 CHF | 67'645 CHF | 95.88% | 95.88% |
19.11.2024 | 3.61% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'586 CHF | 56'586 CHF | 99.20% | 99.20% |
18.11.2024 | 3.63% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'034 CHF | 28'034 CHF | 95.73% | 95.73% |
15.11.2024 | 3.18% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'523 CHF | 48'023 CHF | 95.83% | 95.83% |
14.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'698 CHF | 59'198 CHF | 95.84% | 95.84% |
13.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'119 CHF | 57'619 CHF | 99.84% | 99.84% |
12.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'652 CHF | 58'152 CHF | 99.66% | 99.66% |
11.11.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 61'471 CHF | 62'971 CHF | 95.73% | 95.73% |
08.11.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'194 CHF | 52'694 CHF | 99.93% | 99.93% |
07.11.2024 | 3.06% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'444 CHF | 49'944 CHF | 95.74% | 95.74% |