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 | 2.52% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 139'567 | 139'567 | 54'642 CHF | 56'038 CHF | 100.00% | 100.00% |
19.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 158'568 | 158'568 | 53'398 CHF | 54'984 CHF | 99.89% | 99.89% |
18.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 148'371 | 148'371 | 54'750 CHF | 56'234 CHF | 99.91% | 99.91% |
15.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 136'690 | 136'690 | 53'849 CHF | 55'216 CHF | 100.00% | 100.00% |
14.11.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'934 CHF | 56'184 CHF | 100.00% | 100.00% |
13.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 126'524 | 126'524 | 54'046 CHF | 55'311 CHF | 100.00% | 100.00% |
12.11.2024 | 1.71% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'112 CHF | 59'112 CHF | 99.71% | 99.71% |
11.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'585 CHF | 63'585 CHF | 99.89% | 99.89% |
08.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'795 CHF | 54'795 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'467 CHF | 60'467 CHF | 99.89% | 99.89% |