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 | 2.34% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 298'150 | 298'151 | 131'225 CHF | 134'225 CHF | 100.00% | 100.00% |
19.11.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 299'998 | 94'803 CHF | 97'803 CHF | 99.98% | 99.98% |
18.11.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 149'187 CHF | 152'187 CHF | 97.74% | 97.74% |
15.11.2024 | 1.65% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 299'967 | 181'800 CHF | 184'779 CHF | 100.00% | 100.00% |
14.11.2024 | 1.37% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 299'999 | 300'000 | 219'858 CHF | 222'859 CHF | 100.00% | 100.00% |
13.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 189'500 CHF | 192'500 CHF | 99.73% | 99.73% |
12.11.2024 | 1.16% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 258'110 CHF | 261'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 336'392 CHF | 339'392 CHF | 100.00% | 100.00% |
08.11.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 281'644 CHF | 284'644 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 351'134 CHF | 354'134 CHF | 99.68% | 99.68% |