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 | 5.37% | 0.34 CHF | 0.35 CHF | 132'000 | 132'000 | 58'463 | 58'463 | 17'332 CHF | 18'092 CHF | 99.37% | 99.37% |
19.11.2024 | 5.45% | 0.28 CHF | 0.29 CHF | 131'000 | 131'000 | 58'566 | 58'566 | 16'592 CHF | 17'352 CHF | 99.98% | 99.98% |
18.11.2024 | 5.56% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 58'229 | 58'229 | 16'148 CHF | 16'905 CHF | 99.83% | 99.83% |
15.11.2024 | 5.28% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 58'071 | 58'071 | 16'271 CHF | 17'026 CHF | 99.95% | 99.95% |
14.11.2024 | 5.71% | 0.28 CHF | 0.29 CHF | 130'000 | 130'000 | 58'299 | 58'299 | 15'753 CHF | 16'514 CHF | 98.60% | 98.60% |
13.11.2024 | 8.15% | 0.27 CHF | 0.28 CHF | 130'000 | 130'000 | 57'775 | 57'775 | 13'321 CHF | 14'132 CHF | 99.62% | 99.62% |
12.11.2024 | 8.14% | 0.20 CHF | 0.21 CHF | 128'000 | 128'000 | 57'686 | 57'686 | 11'429 CHF | 12'240 CHF | 99.88% | 99.88% |
11.11.2024 | 7.57% | 0.18 CHF | 0.19 CHF | 128'000 | 128'000 | 57'688 | 57'688 | 11'423 CHF | 12'238 CHF | 99.69% | 99.69% |
08.11.2024 | 5.44% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 59'159 | 59'159 | 15'648 CHF | 16'415 CHF | 98.99% | 98.99% |
07.11.2024 | 5.67% | 0.29 CHF | 0.30 CHF | 133'000 | 133'000 | 59'025 | 59'025 | 16'038 CHF | 16'803 CHF | 99.92% | 99.92% |