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 | 3.94% | 0.50 CHF | 0.51 CHF | 110'000 | 50'000 | 109'977 | 25'337 | 51'494 CHF | 12'414 CHF | 99.65% | 99.65% |
19.11.2024 | 3.75% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'220 | 25'338 | 53'474 CHF | 12'846 CHF | 99.63% | 99.63% |
18.11.2024 | 3.76% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 25'335 | 53'573 CHF | 12'731 CHF | 99.64% | 99.64% |
15.11.2024 | 4.16% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 120'024 | 29'350 | 52'123 CHF | 13'934 CHF | 56.31% | 56.31% |
14.11.2024 | 5.55% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 157'867 | 20'007 | 52'176 CHF | 6'997 CHF | 99.63% | 99.63% |
13.11.2024 | 4.87% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'816 | 25'792 | 51'421 CHF | 9'965 CHF | 96.76% | 96.76% |
12.11.2024 | 5.01% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'330 | 25'336 | 51'306 CHF | 9'691 CHF | 99.63% | 99.63% |
11.11.2024 | 5.51% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 158'585 | 20'291 | 51'587 CHF | 6'980 CHF | 96.90% | 96.90% |
08.11.2024 | 6.26% | 0.32 CHF | 0.33 CHF | 160'000 | 25'000 | 177'893 | 20'027 | 51'691 CHF | 6'211 CHF | 99.63% | 99.63% |
07.11.2024 | 6.13% | 0.30 CHF | 0.31 CHF | 170'000 | 25'000 | 173'931 | 20'023 | 51'219 CHF | 6'259 CHF | 99.65% | 99.65% |