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 | 2.27% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'590 CHF | 55'840 CHF | 98.95% | 98.95% |
19.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'788 CHF | 56'038 CHF | 96.86% | 96.86% |
18.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'616 CHF | 56'866 CHF | 99.01% | 99.01% |
15.11.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 110'140 | 110'139 | 54'154 CHF | 55'254 CHF | 98.67% | 98.67% |
14.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'685 CHF | 59'685 CHF | 99.30% | 99.30% |
13.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 88'803 | 88'803 | 52'658 CHF | 53'547 CHF | 97.89% | 97.89% |
12.11.2024 | 1.54% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 49'769 | 49'769 | 32'052 CHF | 32'550 CHF | 99.07% | 99.07% |
11.11.2024 | 1.40% | 0.66 CHF | 0.67 CHF | 38'000 | 38'000 | 39'508 | 39'508 | 28'083 CHF | 28'478 CHF | 99.27% | 99.27% |
08.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 27'369 CHF | 27'749 CHF | 99.30% | 99.30% |
07.11.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 38'000 | 38'000 | 38'005 | 38'005 | 27'360 CHF | 27'740 CHF | 99.19% | 99.19% |