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 | 2.05% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 120'751 | 120'751 | 58'209 CHF | 59'417 CHF | 99.21% | 99.21% |
19.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'962 | 101'962 | 52'494 CHF | 53'514 CHF | 98.84% | 98.84% |
18.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 120'220 | 120'220 | 56'707 CHF | 57'910 CHF | 99.16% | 99.16% |
15.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'157 CHF | 58'407 CHF | 99.39% | 99.39% |
14.11.2024 | 2.81% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 151'715 | 151'720 | 53'102 CHF | 54'621 CHF | 99.34% | 99.34% |
13.11.2024 | 2.83% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 137'308 | 137'308 | 47'779 CHF | 49'152 CHF | 98.95% | 98.95% |
12.11.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 76'439 | 76'439 | 27'543 CHF | 28'307 CHF | 99.11% | 99.11% |
11.11.2024 | 2.20% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 63'785 | 63'785 | 28'721 CHF | 29'359 CHF | 99.40% | 99.40% |
08.11.2024 | 1.58% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'347 CHF | 31'847 CHF | 99.36% | 99.36% |
07.11.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 40'513 | 40'513 | 26'959 CHF | 27'364 CHF | 99.26% | 99.26% |