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 | 1.29% | 0.83 CHF | 0.84 CHF | 160'000 | 160'000 | 71'875 | 71'875 | 57'056 CHF | 57'778 CHF | 99.78% | 99.78% |
19.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 160'000 | 160'000 | 71'639 | 71'639 | 56'959 CHF | 57'678 CHF | 99.69% | 99.69% |
18.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 160'000 | 160'000 | 70'396 | 70'396 | 62'050 CHF | 62'757 CHF | 99.33% | 99.33% |
15.11.2024 | 1.47% | 0.84 CHF | 0.85 CHF | 170'000 | 170'000 | 59'995 | 59'995 | 45'746 CHF | 46'350 CHF | 98.48% | 98.48% |
14.11.2024 | 3.25% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 85'067 | 85'067 | 60'972 CHF | 62'043 CHF | 60.44% | 91.68% |
13.11.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 230'000 | 230'000 | 104'713 | 104'713 | 49'691 CHF | 50'743 CHF | 99.71% | 99.71% |
12.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 240'000 | 240'000 | 105'099 | 105'099 | 48'094 CHF | 49'150 CHF | 100.00% | 100.00% |
11.11.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 114'181 | 114'181 | 49'581 CHF | 50'728 CHF | 99.90% | 99.90% |
08.11.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 114'592 | 114'592 | 46'715 CHF | 47'865 CHF | 99.88% | 99.88% |
07.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 114'307 | 114'307 | 48'620 CHF | 49'768 CHF | 99.85% | 99.85% |