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 | 2.91% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 152'947 | 75'000 | 51'845 CHF | 26'189 CHF | 94.79% | 94.79% |
19.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'279 | 75'000 | 51'603 CHF | 24'767 CHF | 99.98% | 99.98% |
18.11.2024 | 5.03% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 77'447 | 46'607 | 26'573 CHF | 16'662 CHF | 87.49% | 87.49% |
15.11.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 146'237 | 75'000 | 51'615 CHF | 27'250 CHF | 98.83% | 98.83% |
14.11.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 157'279 | 75'000 | 51'656 CHF | 25'425 CHF | 83.23% | 83.23% |
13.11.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'190 | 74'112 | 51'633 CHF | 24'490 CHF | 94.16% | 94.16% |
12.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 162'868 | 75'000 | 51'712 CHF | 24'574 CHF | 84.17% | 84.17% |
11.11.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 133'492 | 75'000 | 51'603 CHF | 29'767 CHF | 94.79% | 94.79% |
08.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 149'246 | 75'000 | 51'721 CHF | 26'752 CHF | 100.00% | 100.00% |
07.11.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 151'355 | 72'251 | 51'844 CHF | 25'561 CHF | 93.52% | 93.52% |