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 | 4.36% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 65'572 | 65'572 | 25'310 CHF | 26'253 CHF | 99.88% | 99.88% |
19.11.2024 | 4.27% | 0.41 CHF | 0.42 CHF | 140'000 | 140'000 | 65'475 | 65'475 | 25'090 CHF | 26'036 CHF | 99.19% | 99.19% |
18.11.2024 | 4.27% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 64'472 | 64'472 | 25'299 CHF | 26'239 CHF | 98.70% | 98.70% |
15.11.2024 | 3.36% | 0.47 CHF | 0.48 CHF | 130'000 | 130'000 | 60'076 | 60'076 | 30'846 CHF | 31'809 CHF | 96.23% | 96.23% |
14.11.2024 | 3.03% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 60'565 | 60'565 | 34'888 CHF | 35'828 CHF | 99.39% | 99.39% |
13.11.2024 | 2.78% | 0.60 CHF | 0.61 CHF | 130'000 | 130'000 | 59'999 | 59'999 | 38'180 CHF | 39'122 CHF | 99.75% | 99.75% |
12.11.2024 | 2.31% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 52'307 | 52'307 | 40'327 CHF | 41'142 CHF | 99.07% | 99.07% |
11.11.2024 | 2.40% | 0.83 CHF | 0.84 CHF | 120'000 | 120'000 | 51'795 | 51'795 | 40'654 CHF | 41'468 CHF | 99.79% | 99.79% |
08.11.2024 | 2.30% | 0.72 CHF | 0.73 CHF | 130'000 | 130'000 | 53'735 | 53'735 | 41'093 CHF | 41'916 CHF | 97.81% | 97.81% |
07.11.2024 | 5.05% | 0.76 CHF | 0.77 CHF | 130'000 | 130'000 | 38'227 | 38'227 | 26'492 CHF | 27'343 CHF | 94.75% | 94.75% |