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 | 1.62% | 0.65 CHF | 0.66 CHF | 270'000 | 270'000 | 119'965 | 119'965 | 75'445 CHF | 76'650 CHF | 99.21% | 99.21% |
19.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 270'000 | 270'000 | 119'875 | 119'875 | 75'395 CHF | 76'599 CHF | 98.86% | 98.86% |
18.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 270'000 | 270'000 | 116'243 | 116'243 | 78'795 CHF | 79'962 CHF | 98.87% | 98.87% |
15.11.2024 | 1.80% | 0.66 CHF | 0.67 CHF | 270'000 | 270'000 | 89'995 | 89'995 | 55'027 CHF | 55'933 CHF | 97.99% | 97.99% |
14.11.2024 | 3.98% | 0.60 CHF | 0.61 CHF | 280'000 | 280'000 | 114'845 | 114'845 | 65'565 CHF | 67'008 CHF | 58.84% | 87.69% |
13.11.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 310'000 | 310'000 | 139'662 | 139'662 | 54'601 CHF | 56'003 CHF | 99.60% | 99.60% |
12.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 320'000 | 320'000 | 139'715 | 139'715 | 52'778 CHF | 54'182 CHF | 100.00% | 100.00% |
11.11.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 320'000 | 320'000 | 141'571 | 141'571 | 51'482 CHF | 52'904 CHF | 99.90% | 99.90% |
08.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 330'000 | 330'000 | 148'988 | 148'988 | 50'633 CHF | 52'128 CHF | 99.57% | 99.57% |
07.11.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 330'000 | 330'000 | 149'025 | 149'025 | 52'157 CHF | 53'654 CHF | 99.86% | 99.86% |