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 | 3.16% | 0.35 CHF | 0.36 CHF | 90'000 | 90'000 | 49'342 | 49'342 | 16'010 CHF | 16'505 CHF | 99.90% | 99.90% |
19.11.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 108'400 | 108'400 | 59'647 | 59'647 | 18'251 CHF | 18'849 CHF | 98.91% | 98.91% |
18.11.2024 | 4.02% | 0.27 CHF | 0.28 CHF | 132'300 | 132'300 | 72'523 | 72'523 | 18'378 CHF | 19'106 CHF | 99.20% | 99.20% |
15.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 121'000 | 121'000 | 66'238 | 66'238 | 15'866 CHF | 16'531 CHF | 99.89% | 99.89% |
14.11.2024 | 4.71% | 0.25 CHF | 0.26 CHF | 123'900 | 123'900 | 69'161 | 69'161 | 15'197 CHF | 15'890 CHF | 98.85% | 98.85% |
13.11.2024 | 3.74% | 0.24 CHF | 0.25 CHF | 111'900 | 111'900 | 61'475 | 61'475 | 16'211 CHF | 16'827 CHF | 100.00% | 100.00% |
12.11.2024 | 3.73% | 0.28 CHF | 0.28 CHF | 94'300 | 94'300 | 48'334 | 48'334 | 13'102 CHF | 13'587 CHF | 100.00% | 100.00% |
11.11.2024 | 2.36% | 0.32 CHF | 0.33 CHF | 56'100 | 56'100 | 30'610 | 30'610 | 12'897 CHF | 13'206 CHF | 99.93% | 99.93% |
08.11.2024 | 3.65% | 0.53 CHF | 0.54 CHF | 54'300 | 54'300 | 20'508 | 20'508 | 10'847 CHF | 11'072 CHF | 100.00% | 100.00% |
07.11.2024 | 2.21% | 0.56 CHF | 0.57 CHF | 51'000 | 51'000 | 24'344 | 24'344 | 13'067 CHF | 13'329 CHF | 98.68% | 98.68% |