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 | 2.13% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'443 | 124'443 | 57'762 CHF | 59'006 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'034 | 100'035 | 53'114 CHF | 54'115 CHF | 99.86% | 99.86% |
18.11.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 107'537 | 107'537 | 53'318 CHF | 54'393 CHF | 99.91% | 99.91% |
15.11.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 123'188 | 123'188 | 59'231 CHF | 60'462 CHF | 100.00% | 100.00% |
14.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'510 CHF | 56'760 CHF | 100.00% | 100.00% |
13.11.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 123'476 | 123'476 | 57'172 CHF | 58'407 CHF | 100.00% | 100.00% |
12.11.2024 | 3.03% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 169'250 | 169'250 | 55'210 CHF | 56'903 CHF | 99.72% | 99.72% |
11.11.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 174'965 | 174'965 | 52'619 CHF | 54'369 CHF | 99.91% | 99.91% |
08.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'119 | 149'119 | 55'655 CHF | 57'147 CHF | 100.00% | 100.00% |
07.11.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 164'379 | 164'379 | 54'804 CHF | 56'448 CHF | 99.88% | 99.88% |