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 | 2.38% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 94'330 | 94'330 | 39'731 CHF | 40'676 CHF | 99.78% | 99.78% |
19.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 260'000 | 260'000 | 95'621 | 95'621 | 38'429 CHF | 39'387 CHF | 99.57% | 99.57% |
18.11.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 270'000 | 270'000 | 98'957 | 98'957 | 39'308 CHF | 40'299 CHF | 99.43% | 99.43% |
15.11.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 240'000 | 240'000 | 91'001 | 91'001 | 39'602 CHF | 40'515 CHF | 99.17% | 99.17% |
14.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 230'000 | 230'000 | 84'610 | 84'610 | 46'299 CHF | 47'149 CHF | 99.72% | 99.72% |
13.11.2024 | 1.64% | 0.54 CHF | 0.55 CHF | 210'000 | 210'000 | 81'548 | 81'548 | 49'155 CHF | 49'974 CHF | 99.34% | 99.34% |
12.11.2024 | 1.43% | 0.61 CHF | 0.62 CHF | 190'000 | 190'000 | 67'698 | 67'698 | 45'470 CHF | 46'149 CHF | 98.03% | 98.03% |
11.11.2024 | 1.15% | 0.80 CHF | 0.81 CHF | 180'000 | 180'000 | 67'400 | 67'400 | 57'633 CHF | 58'310 CHF | 98.90% | 98.90% |
08.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 170'000 | 170'000 | 64'688 | 64'688 | 62'034 CHF | 62'684 CHF | 99.37% | 99.37% |
07.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 170'000 | 170'000 | 66'388 | 66'388 | 65'657 CHF | 66'325 CHF | 98.85% | 98.85% |