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 | 6.51% | 0.14 CHF | 0.14 CHF | 375'000 | 375'000 | 167'919 | 167'919 | 25'650 CHF | 27'333 CHF | 99.73% | 99.73% |
19.11.2024 | 6.81% | 0.17 CHF | 0.18 CHF | 380'000 | 380'000 | 168'326 | 168'326 | 25'561 CHF | 27'247 CHF | 99.91% | 99.91% |
18.11.2024 | 8.37% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 162'095 | 162'095 | 19'026 CHF | 20'650 CHF | 99.48% | 99.48% |
15.11.2024 | 5.09% | 0.14 CHF | 0.14 CHF | 375'000 | 375'000 | 120'152 | 120'152 | 20'379 CHF | 21'583 CHF | 97.29% | 97.29% |
14.11.2024 | 7.69% | 0.18 CHF | 0.19 CHF | 380'000 | 380'000 | 137'236 | 137'236 | 25'972 CHF | 27'499 CHF | 78.52% | 88.58% |
13.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 420'000 | 420'000 | 186'471 | 186'471 | 65'169 CHF | 67'037 CHF | 98.99% | 98.99% |
12.11.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 425'000 | 425'000 | 188'225 | 188'225 | 67'755 CHF | 69'641 CHF | 99.64% | 99.64% |
11.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 425'000 | 425'000 | 190'202 | 190'202 | 70'618 CHF | 72'524 CHF | 99.28% | 99.28% |
08.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 435'000 | 435'000 | 193'782 | 193'782 | 74'710 CHF | 76'652 CHF | 99.78% | 99.78% |
07.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 435'000 | 435'000 | 193'320 | 193'320 | 73'282 CHF | 75'219 CHF | 99.80% | 99.80% |