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 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'110 | 100'111 | 53'706 CHF | 54'708 CHF | 99.50% | 99.50% |
19.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 111'710 | 111'710 | 55'252 CHF | 56'369 CHF | 99.18% | 99.18% |
18.11.2024 | 1.79% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'492 CHF | 56'492 CHF | 99.39% | 99.39% |
15.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'074 CHF | 58'074 CHF | 99.36% | 99.36% |
14.11.2024 | 1.42% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 79'970 | 79'969 | 55'818 CHF | 56'617 CHF | 99.17% | 99.17% |
13.11.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 66'782 | 66'782 | 47'820 CHF | 48'488 CHF | 98.93% | 98.93% |
12.11.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 38'000 | 38'000 | 39'260 | 39'260 | 27'428 CHF | 27'821 CHF | 99.14% | 99.14% |
11.11.2024 | 1.80% | 0.71 CHF | 0.72 CHF | 38'000 | 38'000 | 48'899 | 48'899 | 27'004 CHF | 27'493 CHF | 99.29% | 99.29% |
08.11.2024 | 2.50% | 0.44 CHF | 0.45 CHF | 63'000 | 63'000 | 71'402 | 71'402 | 28'216 CHF | 28'930 CHF | 99.29% | 99.29% |
07.11.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 63'000 | 63'000 | 73'366 | 73'366 | 27'941 CHF | 28'675 CHF | 99.28% | 99.28% |