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 | 2.25% | 0.48 CHF | 0.49 CHF | 270'000 | 270'000 | 120'511 | 120'511 | 54'585 CHF | 55'796 CHF | 99.66% | 99.66% |
19.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 270'000 | 270'000 | 120'128 | 120'128 | 54'485 CHF | 55'691 CHF | 99.59% | 99.59% |
18.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 270'000 | 270'000 | 116'539 | 116'539 | 58'391 CHF | 59'561 CHF | 98.99% | 98.99% |
15.11.2024 | 2.59% | 0.48 CHF | 0.49 CHF | 270'000 | 270'000 | 90'296 | 90'296 | 39'301 CHF | 40'209 CHF | 98.36% | 98.36% |
14.11.2024 | 6.10% | 0.43 CHF | 0.44 CHF | 310'000 | 310'000 | 125'718 | 125'718 | 50'133 CHF | 51'693 CHF | 59.47% | 88.62% |
13.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 360'000 | 360'000 | 160'355 | 160'355 | 37'604 CHF | 39'214 CHF | 99.61% | 99.61% |
12.11.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 360'000 | 360'000 | 159'368 | 159'368 | 35'729 CHF | 37'330 CHF | 100.00% | 100.00% |
11.11.2024 | 4.87% | 0.22 CHF | 0.23 CHF | 380'000 | 380'000 | 169'289 | 169'289 | 35'682 CHF | 37'382 CHF | 99.90% | 99.90% |
08.11.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 380'000 | 380'000 | 173'271 | 173'271 | 33'464 CHF | 35'203 CHF | 99.80% | 99.80% |
07.11.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 390'000 | 390'000 | 174'266 | 174'266 | 35'242 CHF | 36'992 CHF | 99.82% | 99.82% |