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 | 7.44% | 0.14 CHF | 0.14 CHF | 86'000 | 86'000 | 563'497 | 563'497 | 72'855 CHF | 78'490 CHF | 98.90% | 98.90% |
19.11.2024 | 9.50% | 0.12 CHF | 0.13 CHF | 103'300 | 103'300 | 688'393 | 688'393 | 69'043 CHF | 75'927 CHF | 98.73% | 98.73% |
18.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 101'900 | 101'900 | 649'844 | 649'844 | 64'910 CHF | 71'409 CHF | 98.94% | 98.94% |
15.11.2024 | 7.63% | 0.12 CHF | 0.13 CHF | 60'300 | 60'300 | 383'296 | 383'296 | 49'833 CHF | 53'676 CHF | 98.94% | 98.94% |
14.11.2024 | 5.13% | 0.19 CHF | 0.21 CHF | 54'600 | 54'600 | 354'062 | 354'062 | 68'384 CHF | 71'933 CHF | 98.85% | 98.85% |
13.11.2024 | 5.35% | 0.21 CHF | 0.22 CHF | 58'100 | 58'100 | 377'027 | 377'027 | 69'464 CHF | 73'243 CHF | 98.87% | 98.87% |
12.11.2024 | 5.25% | 0.18 CHF | 0.20 CHF | 44'500 | 44'500 | 288'876 | 288'876 | 54'477 CHF | 57'372 CHF | 98.75% | 98.75% |
11.11.2024 | 4.30% | 0.25 CHF | 0.26 CHF | 54'700 | 54'700 | 354'723 | 354'723 | 81'729 CHF | 85'284 CHF | 98.90% | 98.90% |
08.11.2024 | 5.28% | 0.20 CHF | 0.21 CHF | 63'900 | 63'900 | 418'821 | 418'821 | 78'498 CHF | 82'696 CHF | 97.79% | 97.79% |
07.11.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 52'900 | 52'900 | 341'879 | 341'879 | 59'970 CHF | 63'397 CHF | 98.90% | 98.90% |