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 | 3.26% | 0.58 CHF | 0.59 CHF | 140'000 | 140'000 | 65'754 | 65'754 | 36'384 CHF | 37'398 CHF | 99.67% | 99.67% |
19.11.2024 | 3.19% | 0.57 CHF | 0.58 CHF | 140'000 | 140'000 | 66'020 | 66'020 | 36'300 CHF | 37'316 CHF | 98.66% | 98.66% |
18.11.2024 | 3.23% | 0.58 CHF | 0.59 CHF | 140'000 | 140'000 | 64'562 | 64'562 | 36'055 CHF | 37'063 CHF | 96.49% | 96.49% |
15.11.2024 | 2.53% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 59'620 | 59'620 | 40'876 CHF | 41'813 CHF | 94.17% | 94.17% |
14.11.2024 | 2.35% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 60'657 | 60'657 | 45'413 CHF | 46'354 CHF | 99.39% | 99.39% |
13.11.2024 | 2.19% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 60'868 | 60'868 | 49'162 CHF | 50'104 CHF | 99.67% | 99.67% |
12.11.2024 | 1.87% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 53'651 | 53'651 | 50'598 CHF | 51'415 CHF | 97.99% | 97.99% |
11.11.2024 | 1.93% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 53'294 | 53'294 | 51'205 CHF | 52'018 CHF | 99.88% | 99.88% |
08.11.2024 | 1.88% | 0.89 CHF | 0.90 CHF | 130'000 | 130'000 | 54'153 | 54'153 | 50'684 CHF | 51'508 CHF | 97.35% | 97.35% |
07.11.2024 | 4.02% | 0.93 CHF | 0.94 CHF | 130'000 | 130'000 | 38'833 | 38'833 | 33'486 CHF | 34'329 CHF | 93.58% | 93.58% |