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 | 3.75% | 0.28 CHF | 0.28 CHF | 140'000 | 140'000 | 66'433 | 66'433 | 18'076 CHF | 18'742 CHF | 99.41% | 99.41% |
19.11.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 65'674 | 65'674 | 16'304 CHF | 16'965 CHF | 100.00% | 100.00% |
18.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 130'000 | 130'000 | 63'721 | 63'721 | 21'426 CHF | 22'064 CHF | 99.83% | 99.83% |
15.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 130'000 | 130'000 | 63'698 | 63'698 | 19'702 CHF | 20'340 CHF | 99.72% | 99.72% |
14.11.2024 | 2.62% | 0.36 CHF | 0.37 CHF | 130'000 | 130'000 | 56'863 | 56'863 | 21'543 CHF | 22'113 CHF | 98.31% | 98.31% |
13.11.2024 | 2.90% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 63'125 | 63'125 | 22'537 CHF | 23'171 CHF | 99.97% | 99.97% |
12.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 130'000 | 130'000 | 62'959 | 62'959 | 22'722 CHF | 23'356 CHF | 99.07% | 99.07% |
11.11.2024 | 3.74% | 0.36 CHF | 0.37 CHF | 160'000 | 160'000 | 71'516 | 71'516 | 21'361 CHF | 22'082 CHF | 99.90% | 99.90% |
08.11.2024 | 5.37% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 84'175 | 84'175 | 16'436 CHF | 17'282 CHF | 99.06% | 99.06% |
07.11.2024 | 4.98% | 0.21 CHF | 0.22 CHF | 190'000 | 190'000 | 86'039 | 86'039 | 17'699 CHF | 18'563 CHF | 99.68% | 99.68% |