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 | 3.22% | 0.30 CHF | 0.31 CHF | 375'000 | 375'000 | 168'283 | 168'283 | 52'616 CHF | 54'303 CHF | 99.90% | 99.90% |
19.11.2024 | 3.30% | 0.32 CHF | 0.33 CHF | 380'000 | 380'000 | 168'484 | 168'484 | 52'372 CHF | 54'060 CHF | 100.00% | 100.00% |
18.11.2024 | 3.64% | 0.29 CHF | 0.30 CHF | 375'000 | 375'000 | 162'404 | 162'404 | 44'755 CHF | 46'382 CHF | 99.63% | 99.63% |
15.11.2024 | 2.83% | 0.30 CHF | 0.31 CHF | 375'000 | 375'000 | 123'891 | 123'891 | 40'671 CHF | 41'913 CHF | 98.89% | 98.89% |
14.11.2024 | 4.55% | 0.34 CHF | 0.35 CHF | 380'000 | 380'000 | 137'152 | 137'152 | 47'491 CHF | 49'016 CHF | 85.25% | 95.14% |
13.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 420'000 | 420'000 | 187'510 | 187'510 | 95'279 CHF | 97'158 CHF | 99.78% | 99.78% |
12.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 425'000 | 425'000 | 188'497 | 188'497 | 97'563 CHF | 99'452 CHF | 100.00% | 100.00% |
11.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 425'000 | 425'000 | 190'861 | 190'861 | 100'950 CHF | 102'863 CHF | 99.90% | 99.90% |
08.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 435'000 | 435'000 | 194'309 | 194'309 | 105'668 CHF | 107'615 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 435'000 | 435'000 | 193'438 | 193'438 | 104'017 CHF | 105'955 CHF | 99.85% | 99.85% |