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 | 2.06% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'735 | 124'735 | 59'906 CHF | 61'154 CHF | 99.07% | 99.07% |
19.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 126'988 | 126'988 | 52'498 CHF | 53'768 CHF | 95.60% | 95.60% |
18.11.2024 | 2.52% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 144'767 | 144'767 | 56'698 CHF | 58'146 CHF | 99.36% | 99.36% |
15.11.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 138'600 | 138'598 | 54'214 CHF | 55'599 CHF | 98.64% | 98.64% |
14.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'901 | 124'901 | 58'737 CHF | 59'986 CHF | 98.73% | 98.73% |
13.11.2024 | 2.26% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 107'373 | 107'373 | 47'275 CHF | 48'349 CHF | 98.89% | 98.89% |
12.11.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 71'097 | 71'086 | 27'835 CHF | 28'542 CHF | 98.84% | 98.84% |
11.11.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 83'156 | 83'156 | 27'431 CHF | 28'262 CHF | 99.11% | 99.11% |
08.11.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 88'000 | 88'000 | 86'125 | 86'125 | 27'468 CHF | 28'329 CHF | 99.46% | 99.46% |
07.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 88'000 | 88'000 | 88'663 | 88'663 | 26'097 CHF | 26'984 CHF | 99.33% | 99.33% |