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 | 1.89% | 0.56 CHF | 0.57 CHF | 270'000 | 270'000 | 120'381 | 120'381 | 65'099 CHF | 66'309 CHF | 99.57% | 99.57% |
19.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 270'000 | 270'000 | 120'160 | 120'160 | 65'042 CHF | 66'248 CHF | 99.34% | 99.34% |
18.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 270'000 | 270'000 | 115'897 | 115'897 | 68'321 CHF | 69'485 CHF | 98.01% | 98.01% |
15.11.2024 | 2.12% | 0.57 CHF | 0.58 CHF | 270'000 | 270'000 | 89'387 | 89'387 | 46'754 CHF | 47'653 CHF | 97.69% | 97.69% |
14.11.2024 | 4.82% | 0.51 CHF | 0.52 CHF | 290'000 | 290'000 | 117'582 | 117'582 | 56'996 CHF | 58'460 CHF | 58.60% | 88.73% |
13.11.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 330'000 | 330'000 | 149'148 | 149'148 | 46'193 CHF | 47'690 CHF | 99.60% | 99.60% |
12.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 330'000 | 330'000 | 148'227 | 148'227 | 44'133 CHF | 45'621 CHF | 100.00% | 100.00% |
11.11.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 340'000 | 340'000 | 153'098 | 153'098 | 43'428 CHF | 44'965 CHF | 99.90% | 99.90% |
08.11.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 155'735 | 155'735 | 40'915 CHF | 42'478 CHF | 99.81% | 99.81% |
07.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 155'690 | 155'690 | 42'372 CHF | 43'935 CHF | 99.84% | 99.84% |