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 | 3.67% | 0.62 CHF | 0.63 CHF | 195'000 | 195'000 | 86'995 | 86'995 | 54'345 CHF | 55'920 CHF | 99.89% | 99.89% |
19.11.2024 | 3.49% | 0.65 CHF | 0.66 CHF | 195'000 | 195'000 | 80'355 | 80'355 | 53'407 CHF | 54'852 CHF | 100.00% | 100.00% |
18.11.2024 | 2.58% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 65'572 CHF | 66'974 CHF | 99.89% | 99.89% |
15.11.2024 | 2.33% | 0.76 CHF | 0.77 CHF | 205'000 | 205'000 | 91'453 | 91'453 | 69'885 CHF | 71'272 CHF | 99.90% | 99.90% |
14.11.2024 | 3.08% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 49'712 CHF | 50'748 CHF | 100.00% | 100.00% |
13.11.2024 | 3.63% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 87'821 | 87'821 | 57'222 CHF | 58'806 CHF | 100.00% | 100.00% |
12.11.2024 | 3.98% | 0.65 CHF | 0.66 CHF | 195'000 | 195'000 | 86'077 | 86'077 | 51'199 CHF | 52'749 CHF | 99.88% | 99.88% |
11.11.2024 | 4.49% | 0.56 CHF | 0.57 CHF | 190'000 | 190'000 | 83'946 | 83'946 | 44'259 CHF | 45'773 CHF | 99.57% | 99.57% |
08.11.2024 | 4.38% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 85'327 | 85'327 | 45'233 CHF | 46'774 CHF | 99.18% | 99.18% |
07.11.2024 | 4.03% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 85'391 | 85'391 | 47'631 CHF | 49'179 CHF | 100.00% | 100.00% |