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 | 1.74% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'103 CHF | 58'103 CHF | 99.19% | 99.19% |
19.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 118'415 | 118'415 | 58'155 CHF | 59'339 CHF | 99.02% | 99.02% |
18.11.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'771 CHF | 61'021 CHF | 99.13% | 99.13% |
15.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'877 | 124'877 | 59'832 CHF | 61'081 CHF | 97.87% | 97.87% |
14.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'261 | 100'261 | 55'484 CHF | 56'486 CHF | 98.70% | 98.70% |
13.11.2024 | 1.87% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 97'307 | 97'307 | 51'611 CHF | 52'584 CHF | 98.20% | 98.20% |
12.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 30'650 CHF | 31'280 CHF | 98.89% | 98.89% |
11.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 63'000 | 63'000 | 63'050 | 63'050 | 27'144 CHF | 27'774 CHF | 99.34% | 99.34% |
08.11.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 64'514 | 64'514 | 26'477 CHF | 27'122 CHF | 99.38% | 99.38% |
07.11.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'131 CHF | 28'881 CHF | 99.03% | 99.03% |