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 | 2.06% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 120'392 | 120'392 | 57'777 CHF | 58'981 CHF | 99.49% | 99.49% |
19.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'812 | 104'812 | 52'657 CHF | 53'705 CHF | 98.42% | 98.42% |
18.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'906 CHF | 57'156 CHF | 98.39% | 98.39% |
15.11.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 105'929 | 105'929 | 52'741 CHF | 53'801 CHF | 98.75% | 98.75% |
14.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'307 | 101'307 | 51'839 CHF | 52'852 CHF | 99.12% | 99.12% |
13.11.2024 | 1.78% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 89'144 | 89'144 | 49'734 CHF | 50'625 CHF | 98.30% | 98.30% |
12.11.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'497 CHF | 27'997 CHF | 98.99% | 98.99% |
11.11.2024 | 1.53% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 46'161 | 46'161 | 29'842 CHF | 30'304 CHF | 99.25% | 99.25% |
08.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'904 CHF | 29'284 CHF | 99.33% | 99.33% |
07.11.2024 | 1.55% | 0.72 CHF | 0.73 CHF | 38'000 | 38'000 | 47'779 | 47'779 | 30'583 CHF | 31'061 CHF | 99.07% | 99.07% |