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 | 2.23% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'141 | 125'141 | 55'585 CHF | 56'837 CHF | 99.39% | 99.39% |
19.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'448 CHF | 53'448 CHF | 99.00% | 99.00% |
18.11.2024 | 2.19% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 120'457 | 120'457 | 54'603 CHF | 55'808 CHF | 96.99% | 96.99% |
15.11.2024 | 3.31% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 184'434 | 184'437 | 54'911 CHF | 56'757 CHF | 97.52% | 97.52% |
14.11.2024 | 5.12% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 280'618 | 280'618 | 53'450 CHF | 56'256 CHF | 99.39% | 99.39% |
13.11.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 247'900 | 247'897 | 46'508 CHF | 48'986 CHF | 98.86% | 98.86% |
12.11.2024 | 5.64% | 0.19 CHF | 0.20 CHF | 138'000 | 138'000 | 151'382 | 151'389 | 26'109 CHF | 27'624 CHF | 98.97% | 98.97% |
11.11.2024 | 5.92% | 0.15 CHF | 0.16 CHF | 163'000 | 163'000 | 158'588 | 158'588 | 26'027 CHF | 27'613 CHF | 98.97% | 98.97% |
08.11.2024 | 4.69% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 128'825 | 128'825 | 26'847 CHF | 28'136 CHF | 98.87% | 98.87% |
07.11.2024 | 3.57% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 97'965 | 97'965 | 26'999 CHF | 27'979 CHF | 98.85% | 98.85% |