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 | 3.76% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 67'521 | 67'521 | 18'140 CHF | 18'817 CHF | 99.91% | 99.91% |
19.11.2024 | 4.24% | 0.29 CHF | 0.30 CHF | 152'000 | 152'000 | 67'625 | 67'625 | 17'999 CHF | 18'698 CHF | 100.00% | 100.00% |
18.11.2024 | 6.63% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 65'040 | 65'040 | 12'349 CHF | 13'097 CHF | 99.64% | 99.64% |
15.11.2024 | 2.77% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 49'863 | 49'863 | 15'308 CHF | 15'808 CHF | 98.89% | 98.89% |
14.11.2024 | 4.46% | 0.33 CHF | 0.34 CHF | 152'000 | 152'000 | 70'952 | 70'952 | 20'848 CHF | 21'568 CHF | 54.09% | 95.10% |
13.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 168'000 | 168'000 | 75'200 | 75'200 | 56'362 CHF | 57'115 CHF | 99.78% | 99.78% |
12.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 75'164 | 75'164 | 58'321 CHF | 59'074 CHF | 99.66% | 100.00% |
11.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 76'290 | 76'290 | 61'230 CHF | 61'995 CHF | 99.90% | 99.90% |
08.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 174'000 | 174'000 | 78'029 | 78'029 | 65'801 CHF | 66'582 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 64'156 CHF | 64'932 CHF | 99.85% | 99.85% |