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 | 2.86% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 78'990 | 78'990 | 28'367 CHF | 29'160 CHF | 99.89% | 99.89% |
19.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 78'934 | 78'934 | 27'217 CHF | 28'010 CHF | 99.94% | 99.94% |
18.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 160'000 | 160'000 | 58'676 | 58'676 | 21'634 CHF | 22'224 CHF | 99.89% | 99.89% |
15.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 160'000 | 160'000 | 71'690 | 71'690 | 27'100 CHF | 27'824 CHF | 99.90% | 99.90% |
14.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 64'288 | 64'288 | 28'369 CHF | 29'014 CHF | 100.00% | 100.00% |
13.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 63'582 | 63'582 | 29'154 CHF | 29'793 CHF | 100.00% | 100.00% |
12.11.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 58'813 | 58'813 | 31'905 CHF | 32'496 CHF | 99.94% | 99.94% |
11.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 52'628 | 52'628 | 30'524 CHF | 31'052 CHF | 99.89% | 99.89% |
08.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 51'212 | 51'212 | 30'059 CHF | 30'586 CHF | 99.20% | 99.20% |
07.11.2024 | 1.87% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 60'849 | 60'849 | 33'719 CHF | 34'330 CHF | 99.72% | 99.72% |