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 | 2.78% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 151'205 | 151'205 | 53'646 CHF | 55'158 CHF | 99.37% | 99.37% |
19.11.2024 | 3.23% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 176'804 | 176'804 | 53'916 CHF | 55'684 CHF | 99.25% | 99.25% |
18.11.2024 | 2.43% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 134'530 | 134'530 | 54'760 CHF | 56'106 CHF | 99.27% | 99.27% |
15.11.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 127'508 | 127'508 | 53'498 CHF | 54'773 CHF | 99.38% | 99.38% |
14.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 138'858 | 138'858 | 54'728 CHF | 56'117 CHF | 99.35% | 99.35% |
13.11.2024 | 2.91% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 160'858 | 160'858 | 54'771 CHF | 56'380 CHF | 99.38% | 99.38% |
12.11.2024 | 5.95% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 317'138 | 317'139 | 51'766 CHF | 54'938 CHF | 99.06% | 99.06% |
11.11.2024 | 6.12% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 329'517 | 329'517 | 52'165 CHF | 55'460 CHF | 99.23% | 99.23% |
08.11.2024 | 8.78% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 471'330 | 462'671 | 51'354 CHF | 55'179 CHF | 99.37% | 99.37% |
07.11.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 534'953 | 416'804 | 50'382 CHF | 44'554 CHF | 99.26% | 99.26% |