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 | 2.77% | 0.39 CHF | 0.40 CHF | 270'000 | 270'000 | 120'278 | 120'278 | 44'003 CHF | 45'212 CHF | 99.54% | 99.54% |
19.11.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 270'000 | 270'000 | 120'158 | 120'158 | 43'982 CHF | 45'188 CHF | 99.47% | 99.47% |
18.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 270'000 | 270'000 | 116'443 | 116'443 | 48'161 CHF | 49'330 CHF | 99.07% | 99.07% |
15.11.2024 | 3.31% | 0.39 CHF | 0.40 CHF | 270'000 | 270'000 | 90'025 | 90'025 | 31'332 CHF | 32'238 CHF | 98.07% | 98.07% |
14.11.2024 | 7.97% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 143'572 | 143'572 | 45'242 CHF | 47'049 CHF | 59.77% | 89.37% |
13.11.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 410'000 | 410'000 | 186'227 | 186'227 | 31'397 CHF | 33'268 CHF | 99.71% | 99.71% |
12.11.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 420'000 | 420'000 | 186'180 | 186'180 | 29'768 CHF | 31'638 CHF | 100.00% | 100.00% |
11.11.2024 | 6.91% | 0.15 CHF | 0.16 CHF | 450'000 | 450'000 | 201'946 | 201'946 | 29'826 CHF | 31'854 CHF | 99.90% | 99.90% |
08.11.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 460'000 | 460'000 | 206'946 | 206'946 | 27'662 CHF | 29'739 CHF | 99.86% | 99.86% |
07.11.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 460'000 | 460'000 | 206'965 | 206'965 | 29'384 CHF | 31'463 CHF | 99.86% | 99.86% |