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 | 2.92% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 169'699 | 169'699 | 57'181 CHF | 58'878 CHF | 99.13% | 99.13% |
19.11.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'476 | 149'476 | 59'525 CHF | 61'020 CHF | 98.73% | 98.73% |
18.11.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 143'375 | 143'376 | 59'555 CHF | 60'988 CHF | 99.30% | 99.30% |
15.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 145'356 | 145'356 | 60'645 CHF | 62'098 CHF | 98.37% | 98.37% |
14.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'083 | 150'083 | 56'303 CHF | 57'804 CHF | 98.60% | 98.60% |
13.11.2024 | 2.58% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 134'158 | 134'157 | 51'137 CHF | 52'478 CHF | 99.10% | 99.10% |
12.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 75'000 | 75'000 | 74'947 | 74'947 | 31'107 CHF | 31'857 CHF | 99.07% | 99.07% |
11.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 28'441 CHF | 29'071 CHF | 99.17% | 99.17% |
08.11.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 29'668 CHF | 30'298 CHF | 99.39% | 99.39% |
07.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 33'092 CHF | 33'722 CHF | 99.26% | 99.26% |