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 | 2.67% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'850 | 149'850 | 55'427 CHF | 56'925 CHF | 99.39% | 99.39% |
19.11.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 128'396 | 128'396 | 52'426 CHF | 53'710 CHF | 99.27% | 99.27% |
18.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 151'131 | 151'131 | 54'024 CHF | 55'535 CHF | 99.31% | 99.31% |
15.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 151'839 | 151'839 | 52'359 CHF | 53'877 CHF | 99.38% | 99.38% |
14.11.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'166 | 151'166 | 53'239 CHF | 54'750 CHF | 99.38% | 99.38% |
13.11.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 156'432 | 156'432 | 54'589 CHF | 56'153 CHF | 99.38% | 99.38% |
12.11.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 180'357 | 180'357 | 53'671 CHF | 55'474 CHF | 99.05% | 99.05% |
11.11.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 178'025 | 178'025 | 52'362 CHF | 54'142 CHF | 99.28% | 99.28% |
08.11.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 202'977 | 202'977 | 53'506 CHF | 55'536 CHF | 99.38% | 99.38% |
07.11.2024 | 5.97% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 321'367 | 321'367 | 52'292 CHF | 55'506 CHF | 99.25% | 99.25% |