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 | 2.39% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 129'933 | 129'933 | 53'715 CHF | 55'015 CHF | 100.00% | 100.00% |
19.11.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 146'534 | 146'534 | 56'375 CHF | 57'840 CHF | 99.86% | 99.86% |
18.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'276 CHF | 54'526 CHF | 99.90% | 99.90% |
15.11.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 119'537 | 119'537 | 57'574 CHF | 58'769 CHF | 100.00% | 100.00% |
14.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'355 CHF | 61'605 CHF | 99.96% | 99.96% |
13.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'819 CHF | 54'069 CHF | 100.00% | 100.00% |
12.11.2024 | 2.09% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 120'034 | 120'034 | 56'851 CHF | 58'051 CHF | 99.67% | 99.67% |
11.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'545 | 100'545 | 53'282 CHF | 54'288 CHF | 99.90% | 99.90% |
08.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'120 CHF | 57'370 CHF | 100.00% | 100.00% |
07.11.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 127'538 | 127'538 | 52'829 CHF | 54'105 CHF | 99.81% | 99.81% |