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 | 2.95% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 157'670 | 157'670 | 52'591 CHF | 54'167 CHF | 99.10% | 99.10% |
19.11.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 160'460 | 160'460 | 53'894 CHF | 55'499 CHF | 98.62% | 98.62% |
18.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 155'761 | 155'761 | 52'982 CHF | 54'540 CHF | 98.18% | 98.18% |
15.11.2024 | 2.58% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 148'615 | 148'615 | 56'998 CHF | 58'484 CHF | 98.52% | 98.52% |
14.11.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'538 CHF | 60'788 CHF | 98.64% | 98.64% |
13.11.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 107'565 | 107'565 | 51'784 CHF | 52'859 CHF | 99.24% | 99.24% |
12.11.2024 | 1.86% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'657 CHF | 27'157 CHF | 98.47% | 98.47% |
11.11.2024 | 1.64% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'388 CHF | 30'888 CHF | 99.06% | 99.06% |
08.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'752 CHF | 31'252 CHF | 99.32% | 99.32% |
07.11.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 49'498 | 49'498 | 30'559 CHF | 31'054 CHF | 98.83% | 98.83% |