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 | 3.43% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 189'374 | 189'381 | 54'196 CHF | 56'092 CHF | 99.48% | 99.48% |
19.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'955 | 202'955 | 51'162 CHF | 53'191 CHF | 99.06% | 99.06% |
18.11.2024 | 3.47% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 184'821 | 184'821 | 52'296 CHF | 54'145 CHF | 99.17% | 99.17% |
15.11.2024 | 2.68% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 152'497 | 152'497 | 56'290 CHF | 57'815 CHF | 99.28% | 99.28% |
14.11.2024 | 2.08% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 121'459 | 121'459 | 57'975 CHF | 59'189 CHF | 99.14% | 99.14% |
13.11.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 94'606 | 94'606 | 47'635 CHF | 48'581 CHF | 97.63% | 97.63% |
12.11.2024 | 1.92% | 0.48 CHF | 0.49 CHF | 63'000 | 63'000 | 52'701 | 52'701 | 27'100 CHF | 27'627 CHF | 98.99% | 98.99% |
11.11.2024 | 1.86% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'167 | 50'167 | 26'736 CHF | 27'237 CHF | 99.03% | 99.03% |
08.11.2024 | 2.36% | 0.50 CHF | 0.51 CHF | 63'000 | 63'000 | 63'182 | 63'182 | 26'581 CHF | 27'213 CHF | 99.28% | 99.28% |
07.11.2024 | 2.92% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 79'669 | 79'669 | 26'874 CHF | 27'671 CHF | 98.64% | 98.64% |