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 | 2.51% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 131'614 | 131'616 | 51'808 CHF | 53'124 CHF | 99.48% | 99.48% |
19.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'067 CHF | 55'317 CHF | 98.37% | 98.37% |
18.11.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'267 | 125'267 | 50'791 CHF | 52'044 CHF | 99.36% | 99.36% |
15.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'953 CHF | 53'203 CHF | 99.45% | 99.45% |
14.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'645 CHF | 54'895 CHF | 99.24% | 99.24% |
13.11.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 131'730 | 131'730 | 49'341 CHF | 50'659 CHF | 99.16% | 99.16% |
12.11.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'540 CHF | 28'170 CHF | 98.28% | 98.28% |
11.11.2024 | 2.58% | 0.46 CHF | 0.47 CHF | 63'000 | 63'000 | 72'469 | 72'469 | 27'837 CHF | 28'562 CHF | 98.39% | 98.39% |
08.11.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 85'365 | 85'365 | 28'114 CHF | 28'968 CHF | 99.40% | 99.40% |
07.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 88'000 | 88'000 | 76'196 | 76'196 | 25'930 CHF | 26'692 CHF | 98.80% | 98.80% |