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 | 3.06% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 170'176 | 170'177 | 54'690 CHF | 56'392 CHF | 99.45% | 99.45% |
19.11.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'395 | 174'395 | 54'265 CHF | 56'009 CHF | 97.45% | 97.45% |
18.11.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'746 CHF | 56'246 CHF | 99.03% | 99.03% |
15.11.2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 170'914 | 170'914 | 55'472 CHF | 57'181 CHF | 98.56% | 98.56% |
14.11.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 171'485 | 171'485 | 55'940 CHF | 57'655 CHF | 98.76% | 98.76% |
13.11.2024 | 3.26% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 153'004 | 153'004 | 46'131 CHF | 47'661 CHF | 98.08% | 98.08% |
12.11.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 88'000 | 88'000 | 89'204 | 89'206 | 26'789 CHF | 27'681 CHF | 98.52% | 98.52% |
11.11.2024 | 4.06% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 110'571 | 110'571 | 26'726 CHF | 27'831 CHF | 99.32% | 99.32% |
08.11.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 129'535 | 129'535 | 25'735 CHF | 27'030 CHF | 99.31% | 99.31% |
07.11.2024 | 3.84% | 0.22 CHF | 0.23 CHF | 113'000 | 113'000 | 103'148 | 103'148 | 26'381 CHF | 27'412 CHF | 99.23% | 99.23% |