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 | 1.83% | 0.60 CHF | 0.61 CHF | 140'000 | 140'000 | 64'549 | 64'549 | 36'048 CHF | 36'696 CHF | 98.54% | 98.54% |
19.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 140'000 | 140'000 | 64'346 | 64'346 | 36'187 CHF | 36'833 CHF | 97.53% | 97.53% |
18.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 140'000 | 140'000 | 62'474 | 62'474 | 40'950 CHF | 41'577 CHF | 96.19% | 96.19% |
15.11.2024 | 2.30% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 46'646 | 46'646 | 24'676 CHF | 25'145 CHF | 96.48% | 96.48% |
14.11.2024 | 5.73% | 0.51 CHF | 0.52 CHF | 210'000 | 210'000 | 82'385 | 82'385 | 38'408 CHF | 39'439 CHF | 55.92% | 82.38% |
13.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 260'000 | 260'000 | 118'805 | 118'805 | 27'503 CHF | 28'696 CHF | 99.61% | 99.61% |
12.11.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 260'000 | 260'000 | 117'978 | 117'978 | 25'657 CHF | 26'842 CHF | 100.00% | 100.00% |
11.11.2024 | 5.27% | 0.20 CHF | 0.21 CHF | 290'000 | 290'000 | 132'779 | 132'779 | 26'029 CHF | 27'363 CHF | 99.90% | 99.90% |
08.11.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 290'000 | 290'000 | 133'959 | 133'959 | 23'474 CHF | 24'818 CHF | 99.81% | 99.81% |
07.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 134'663 | 134'663 | 25'560 CHF | 26'913 CHF | 99.85% | 99.85% |