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 | 2.80% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 149'267 | 149'267 | 52'505 CHF | 53'998 CHF | 99.10% | 99.10% |
19.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 156'114 | 156'113 | 53'858 CHF | 55'419 CHF | 97.85% | 97.85% |
18.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 151'282 | 151'282 | 54'155 CHF | 55'668 CHF | 99.26% | 99.26% |
15.11.2024 | 3.21% | 0.35 CHF | 0.36 CHF | 175'000 | 175'000 | 175'067 | 175'067 | 53'754 CHF | 55'504 CHF | 99.30% | 99.30% |
14.11.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 212'028 | 212'050 | 52'338 CHF | 54'464 CHF | 99.34% | 99.34% |
13.11.2024 | 4.06% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 194'320 | 194'320 | 47'132 CHF | 49'075 CHF | 98.64% | 98.64% |
12.11.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 113'000 | 113'000 | 124'111 | 124'111 | 26'809 CHF | 28'050 CHF | 98.42% | 98.42% |
11.11.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 146'065 | 146'065 | 25'905 CHF | 27'365 CHF | 99.32% | 99.32% |
08.11.2024 | 5.29% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 142'916 | 142'916 | 26'320 CHF | 27'749 CHF | 99.41% | 99.41% |
07.11.2024 | 4.66% | 0.19 CHF | 0.20 CHF | 138'000 | 138'000 | 127'028 | 127'028 | 26'646 CHF | 27'916 CHF | 99.28% | 99.28% |