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 | 1.94% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 107'535 | 107'535 | 54'684 CHF | 55'759 CHF | 99.37% | 99.37% |
19.11.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 106'817 | 106'816 | 53'833 CHF | 54'901 CHF | 99.31% | 99.31% |
18.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'070 | 100'070 | 54'843 CHF | 55'844 CHF | 99.28% | 99.28% |
15.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 118'970 | 118'970 | 58'269 CHF | 59'459 CHF | 99.37% | 99.37% |
14.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 121'594 | 121'594 | 58'827 CHF | 60'043 CHF | 99.35% | 99.35% |
13.11.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 122'935 | 122'935 | 58'163 CHF | 59'392 CHF | 99.37% | 99.37% |
12.11.2024 | 1.95% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 103'149 | 103'149 | 52'285 CHF | 53'316 CHF | 99.07% | 99.07% |
11.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'924 CHF | 54'924 CHF | 99.24% | 99.24% |
08.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 103'403 | 103'403 | 52'672 CHF | 53'706 CHF | 99.39% | 99.39% |
07.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'952 CHF | 57'952 CHF | 99.24% | 99.24% |