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 | 2.21% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 136'493 | 136'493 | 62'978 CHF | 64'349 CHF | 99.61% | 99.61% |
19.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 134'313 | 134'313 | 62'030 CHF | 63'379 CHF | 99.69% | 99.69% |
18.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 129'974 | 129'974 | 65'888 CHF | 67'193 CHF | 98.54% | 98.54% |
15.11.2024 | 2.48% | 0.49 CHF | 0.50 CHF | 310'000 | 310'000 | 102'670 | 102'670 | 45'890 CHF | 46'923 CHF | 98.16% | 98.16% |
14.11.2024 | 5.40% | 0.44 CHF | 0.45 CHF | 360'000 | 360'000 | 148'087 | 148'087 | 62'196 CHF | 64'052 CHF | 60.14% | 90.28% |
13.11.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 420'000 | 420'000 | 188'531 | 188'531 | 53'865 CHF | 55'758 CHF | 99.60% | 99.60% |
12.11.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 420'000 | 420'000 | 187'326 | 187'326 | 51'685 CHF | 53'567 CHF | 100.00% | 100.00% |
11.11.2024 | 3.89% | 0.27 CHF | 0.28 CHF | 440'000 | 440'000 | 195'950 | 195'950 | 51'734 CHF | 53'702 CHF | 99.90% | 99.90% |
08.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 450'000 | 450'000 | 202'521 | 202'521 | 50'317 CHF | 52'349 CHF | 99.81% | 99.81% |
07.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 450'000 | 450'000 | 202'471 | 202'471 | 52'124 CHF | 54'157 CHF | 99.82% | 99.82% |