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 | 2.46% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 131'410 | 131'411 | 52'658 CHF | 53'972 CHF | 99.83% | 99.83% |
19.11.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 129'569 | 129'569 | 55'220 CHF | 56'515 CHF | 99.83% | 99.83% |
18.11.2024 | 2.48% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 138'346 | 138'347 | 55'153 CHF | 56'537 CHF | 100.00% | 100.00% |
15.11.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 133'303 | 133'300 | 52'839 CHF | 54'171 CHF | 100.00% | 100.00% |
14.11.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 126'303 | 126'302 | 53'462 CHF | 54'724 CHF | 100.00% | 100.00% |
13.11.2024 | 2.66% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 148'139 | 148'138 | 54'981 CHF | 56'462 CHF | 99.97% | 99.97% |
12.11.2024 | 1.56% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'767 CHF | 64'767 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'039 CHF | 72'039 CHF | 99.78% | 99.78% |
08.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'278 CHF | 66'278 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'098 CHF | 68'098 CHF | 99.69% | 99.69% |