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 | 2.25% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'041 CHF | 56'291 CHF | 99.48% | 99.48% |
19.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'152 CHF | 56'402 CHF | 98.05% | 98.05% |
18.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'119 CHF | 57'369 CHF | 99.10% | 99.10% |
15.11.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 104'968 | 104'968 | 52'388 CHF | 53'438 CHF | 98.56% | 98.56% |
14.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'324 CHF | 61'324 CHF | 98.67% | 98.67% |
13.11.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 88'919 | 88'919 | 54'303 CHF | 55'192 CHF | 98.92% | 98.92% |
12.11.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 41'550 | 41'550 | 27'623 CHF | 28'039 CHF | 98.55% | 98.55% |
11.11.2024 | 1.34% | 0.68 CHF | 0.69 CHF | 38'000 | 38'000 | 38'128 | 38'128 | 28'399 CHF | 28'781 CHF | 98.14% | 98.14% |
08.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'566 CHF | 28'946 CHF | 99.49% | 99.49% |
07.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'487 CHF | 28'867 CHF | 98.35% | 98.35% |