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 | 3.47% | 0.28 CHF | 0.29 CHF | 120'000 | 120'000 | 52'290 | 52'290 | 15'254 CHF | 15'783 CHF | 98.07% | 98.07% |
19.11.2024 | 3.72% | 0.28 CHF | 0.28 CHF | 130'000 | 130'000 | 60'658 | 60'658 | 16'365 CHF | 16'977 CHF | 98.87% | 98.87% |
18.11.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 43'351 | 43'351 | 11'466 CHF | 11'901 CHF | 96.42% | 96.42% |
15.11.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 60'232 | 60'232 | 15'623 CHF | 16'227 CHF | 98.17% | 98.17% |
14.11.2024 | 4.32% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 60'633 | 60'633 | 14'129 CHF | 14'738 CHF | 99.41% | 99.41% |
13.11.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 62'992 | 62'992 | 14'676 CHF | 15'309 CHF | 97.63% | 97.63% |
12.11.2024 | 3.92% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 60'690 | 60'690 | 15'196 CHF | 15'805 CHF | 98.45% | 98.45% |
11.11.2024 | 14.39% | 0.28 CHF | 0.29 CHF | 130'000 | 130'000 | 21'120 | 21'120 | 6'006 CHF | 6'716 CHF | 96.09% | 96.09% |
08.11.2024 | 4.16% | 0.28 CHF | 0.28 CHF | 130'000 | 130'000 | 62'400 | 62'400 | 15'533 CHF | 16'160 CHF | 97.77% | 97.77% |
07.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 62'193 | 62'193 | 14'761 CHF | 15'385 CHF | 97.01% | 97.01% |