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 | 2.20% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 100'750 | 100'750 | 46'354 CHF | 47'363 CHF | 98.44% | 98.44% |
19.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 230'000 | 230'000 | 100'592 | 100'592 | 44'509 CHF | 45'521 CHF | 98.07% | 98.07% |
18.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 220'000 | 220'000 | 98'352 | 98'352 | 49'024 CHF | 50'008 CHF | 97.06% | 97.06% |
15.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 98'615 | 98'615 | 47'696 CHF | 48'684 CHF | 97.87% | 97.87% |
14.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 210'000 | 210'000 | 97'738 | 97'738 | 51'224 CHF | 52'206 CHF | 83.92% | 83.92% |
13.11.2024 | 2.03% | 0.52 CHF | 0.53 CHF | 210'000 | 210'000 | 97'841 | 97'841 | 49'651 CHF | 50'634 CHF | 91.96% | 91.96% |
12.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 96'750 | 96'750 | 48'875 CHF | 49'848 CHF | 90.47% | 90.47% |
11.11.2024 | 2.27% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 97'149 | 97'149 | 45'323 CHF | 46'302 CHF | 97.79% | 97.79% |
08.11.2024 | 2.62% | 0.42 CHF | 0.43 CHF | 230'000 | 230'000 | 105'047 | 105'047 | 41'632 CHF | 42'688 CHF | 95.44% | 95.44% |
07.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 230'000 | 230'000 | 104'045 | 104'045 | 41'692 CHF | 42'737 CHF | 98.94% | 98.94% |