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 | 2.71% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'323 | 154'323 | 56'232 CHF | 57'776 CHF | 99.49% | 99.49% |
19.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'715 | 125'715 | 54'089 CHF | 55'346 CHF | 98.53% | 98.53% |
18.11.2024 | 2.61% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 148'261 | 148'261 | 56'069 CHF | 57'551 CHF | 99.30% | 99.30% |
15.11.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 139'924 | 139'927 | 55'450 CHF | 56'850 CHF | 99.36% | 99.36% |
14.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'496 | 125'496 | 52'600 CHF | 53'854 CHF | 99.44% | 99.44% |
13.11.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'883 | 149'882 | 50'656 CHF | 52'155 CHF | 94.54% | 94.54% |
12.11.2024 | 2.27% | 0.37 CHF | 0.38 CHF | 63'000 | 63'000 | 62'742 | 62'742 | 27'409 CHF | 28'036 CHF | 99.00% | 99.00% |
11.11.2024 | 2.82% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 81'487 | 81'487 | 28'403 CHF | 29'218 CHF | 98.33% | 98.33% |
08.11.2024 | 3.51% | 0.32 CHF | 0.33 CHF | 88'000 | 88'000 | 97'568 | 97'568 | 27'321 CHF | 28'297 CHF | 99.45% | 99.45% |
07.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 89'728 | 89'728 | 26'050 CHF | 26'947 CHF | 99.02% | 99.02% |