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 | 2.16% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 121'645 | 121'645 | 55'538 CHF | 56'755 CHF | 99.02% | 99.02% |
19.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'374 CHF | 57'624 CHF | 98.64% | 98.64% |
18.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'201 | 124'201 | 57'589 CHF | 58'831 CHF | 97.88% | 97.88% |
15.11.2024 | 2.39% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'064 | 125'064 | 51'769 CHF | 53'019 CHF | 99.30% | 99.30% |
14.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'746 CHF | 55'246 CHF | 98.66% | 98.66% |
13.11.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 133'531 | 133'531 | 46'870 CHF | 48'206 CHF | 99.04% | 99.04% |
12.11.2024 | 3.07% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 87'179 | 87'179 | 27'977 CHF | 28'849 CHF | 99.06% | 99.06% |
11.11.2024 | 3.52% | 0.32 CHF | 0.33 CHF | 88'000 | 88'000 | 97'501 | 97'501 | 27'269 CHF | 28'244 CHF | 99.33% | 99.33% |
08.11.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 93'254 | 93'251 | 26'600 CHF | 27'532 CHF | 99.30% | 99.30% |
07.11.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 88'000 | 88'000 | 88'862 | 88'862 | 27'472 CHF | 28'360 CHF | 98.70% | 98.70% |