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 | 5.62% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 72'687 | 72'687 | 16'914 CHF | 17'756 CHF | 99.89% | 99.89% |
19.11.2024 | 5.62% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 71'418 | 71'418 | 16'419 CHF | 17'272 CHF | 99.43% | 99.43% |
18.11.2024 | 5.28% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 72'130 | 72'130 | 17'381 CHF | 18'209 CHF | 99.19% | 99.19% |
15.11.2024 | 4.45% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 65'281 | 65'281 | 22'711 CHF | 23'651 CHF | 96.99% | 96.99% |
14.11.2024 | 3.92% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 63'500 | 63'500 | 25'949 CHF | 26'870 CHF | 99.66% | 99.66% |
13.11.2024 | 3.47% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 63'161 | 63'161 | 29'579 CHF | 30'496 CHF | 99.98% | 99.98% |
12.11.2024 | 2.91% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 57'245 | 57'245 | 34'293 CHF | 35'161 CHF | 98.75% | 98.75% |
11.11.2024 | 3.05% | 0.66 CHF | 0.67 CHF | 120'000 | 120'000 | 58'647 | 58'647 | 35'873 CHF | 36'793 CHF | 99.85% | 99.85% |
08.11.2024 | 2.92% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 61'016 | 61'016 | 36'469 CHF | 37'414 CHF | 97.72% | 97.72% |
07.11.2024 | 5.87% | 0.59 CHF | 0.60 CHF | 140'000 | 140'000 | 41'918 | 41'918 | 22'342 CHF | 23'122 CHF | 95.35% | 95.35% |