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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 138'028 | 138'028 | 55'313 CHF | 56'693 CHF | 99.35% | 99.35% |
20.11.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 105'297 | 105'297 | 53'568 CHF | 54'621 CHF | 99.39% | 99.39% |
19.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 121'609 | 121'609 | 56'355 CHF | 57'571 CHF | 99.29% | 99.29% |
18.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'898 CHF | 53'898 CHF | 99.27% | 99.27% |
15.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 102'407 | 102'407 | 52'021 CHF | 53'045 CHF | 99.38% | 99.38% |
14.11.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 124'742 | 124'742 | 58'816 CHF | 60'064 CHF | 99.39% | 99.39% |
13.11.2024 | 2.20% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'263 | 125'263 | 56'491 CHF | 57'744 CHF | 99.36% | 99.36% |
12.11.2024 | 1.97% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 105'241 | 105'241 | 52'942 CHF | 53'995 CHF | 99.05% | 99.05% |
11.11.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 114'212 | 114'212 | 56'448 CHF | 57'590 CHF | 99.28% | 99.28% |
08.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'114 | 125'114 | 54'216 CHF | 55'467 CHF | 99.38% | 99.38% |