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 | 2.04% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 87'907 | 87'907 | 43'866 CHF | 44'750 CHF | 99.69% | 99.69% |
19.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 87'781 | 87'781 | 44'005 CHF | 44'886 CHF | 99.70% | 99.70% |
18.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 190'000 | 190'000 | 83'981 | 83'981 | 48'133 CHF | 48'977 CHF | 99.11% | 99.11% |
15.11.2024 | 2.40% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 72'525 | 72'525 | 34'879 CHF | 35'609 CHF | 98.42% | 98.42% |
14.11.2024 | 5.27% | 0.47 CHF | 0.48 CHF | 270'000 | 270'000 | 112'035 | 112'035 | 50'201 CHF | 51'587 CHF | 60.51% | 91.41% |
13.11.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 134'936 | 134'936 | 37'343 CHF | 38'698 CHF | 99.71% | 99.71% |
12.11.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 134'109 | 134'109 | 35'510 CHF | 36'857 CHF | 100.00% | 100.00% |
11.11.2024 | 4.13% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 134'910 | 134'910 | 33'601 CHF | 34'955 CHF | 99.90% | 99.90% |
08.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 135'988 | 135'988 | 31'473 CHF | 32'838 CHF | 99.92% | 99.92% |
07.11.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 135'035 | 135'035 | 33'157 CHF | 34'513 CHF | 99.85% | 99.85% |