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 | 4.38% | 0.40 CHF | 0.42 CHF | 125'000 | 125'000 | 126'045 | 126'040 | 56'379 CHF | 58'898 CHF | 99.21% | 99.21% |
19.11.2024 | 4.33% | 0.44 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'555 CHF | 59'055 CHF | 99.05% | 99.05% |
18.11.2024 | 4.26% | 0.46 CHF | 0.48 CHF | 125'000 | 125'000 | 123'150 | 123'150 | 56'619 CHF | 59'082 CHF | 97.59% | 97.59% |
15.11.2024 | 3.67% | 0.48 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'618 CHF | 55'618 CHF | 99.34% | 99.34% |
14.11.2024 | 2.86% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 79'459 | 79'459 | 54'592 CHF | 56'181 CHF | 99.10% | 99.10% |
13.11.2024 | 2.79% | 0.66 CHF | 0.68 CHF | 75'000 | 75'000 | 67'622 | 67'622 | 47'589 CHF | 48'941 CHF | 99.34% | 99.34% |
12.11.2024 | 2.49% | 0.72 CHF | 0.74 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 30'197 CHF | 30'957 CHF | 99.00% | 99.00% |
11.11.2024 | 2.16% | 0.82 CHF | 0.84 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 34'961 CHF | 35'721 CHF | 98.11% | 98.11% |
08.11.2024 | 2.13% | 0.96 CHF | 0.98 CHF | 38'000 | 38'000 | 37'863 | 37'863 | 35'140 CHF | 35'897 CHF | 98.90% | 98.90% |
07.11.2024 | 2.15% | 0.97 CHF | 0.99 CHF | 38'000 | 38'000 | 37'451 | 37'451 | 34'432 CHF | 35'181 CHF | 98.62% | 98.62% |