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 | 2.84% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 152'101 | 152'101 | 52'712 CHF | 54'233 CHF | 99.10% | 99.10% |
19.11.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'990 CHF | 55'490 CHF | 88.64% | 88.64% |
18.11.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 169'791 | 169'791 | 55'037 CHF | 56'735 CHF | 98.87% | 98.87% |
15.11.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 151'710 | 151'710 | 53'709 CHF | 55'226 CHF | 98.76% | 98.76% |
14.11.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'578 CHF | 56'078 CHF | 99.36% | 99.36% |
13.11.2024 | 2.51% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 133'787 | 133'787 | 52'772 CHF | 54'110 CHF | 98.72% | 98.72% |
12.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 74'312 | 74'312 | 28'784 CHF | 29'527 CHF | 98.72% | 98.72% |
11.11.2024 | 2.22% | 0.41 CHF | 0.42 CHF | 63'000 | 63'000 | 63'249 | 63'250 | 28'205 CHF | 28'838 CHF | 99.31% | 99.31% |
08.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 32'685 CHF | 33'315 CHF | 99.46% | 99.46% |
07.11.2024 | 2.24% | 0.49 CHF | 0.50 CHF | 63'000 | 63'000 | 63'293 | 63'293 | 28'035 CHF | 28'668 CHF | 98.81% | 98.81% |