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 | 1.58% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'684 CHF | 63'684 CHF | 99.37% | 99.37% |
19.11.2024 | 1.78% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'857 | 99'857 | 55'530 CHF | 56'528 CHF | 99.27% | 99.27% |
18.11.2024 | 1.45% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 83'135 | 83'135 | 57'013 CHF | 57'844 CHF | 99.22% | 99.22% |
15.11.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 78'818 | 78'817 | 54'768 CHF | 55'556 CHF | 99.37% | 99.37% |
14.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 89'377 | 89'377 | 58'881 CHF | 59'774 CHF | 99.35% | 99.35% |
13.11.2024 | 1.71% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'262 | 99'262 | 57'807 CHF | 58'800 CHF | 99.36% | 99.36% |
12.11.2024 | 3.24% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 175'707 | 175'706 | 53'534 CHF | 55'291 CHF | 99.02% | 99.02% |
11.11.2024 | 3.29% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 178'439 | 178'439 | 53'386 CHF | 55'170 CHF | 99.22% | 99.22% |
08.11.2024 | 4.47% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 242'792 | 242'792 | 53'159 CHF | 55'587 CHF | 99.37% | 99.37% |
07.11.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 266'599 | 266'599 | 51'588 CHF | 54'254 CHF | 99.27% | 99.27% |