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 | 2.51% | 0.46 CHF | 0.47 CHF | 165'000 | 165'000 | 72'208 | 72'208 | 29'909 CHF | 30'633 CHF | 99.57% | 99.57% |
19.11.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 160'000 | 160'000 | 71'485 | 71'485 | 30'934 CHF | 31'663 CHF | 99.22% | 99.22% |
18.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 170'000 | 170'000 | 75'914 | 75'914 | 38'911 CHF | 39'672 CHF | 99.90% | 99.90% |
15.11.2024 | 2.02% | 0.55 CHF | 0.56 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 36'711 CHF | 37'406 CHF | 91.93% | 91.93% |
14.11.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 66'137 | 66'137 | 18'627 CHF | 19'296 CHF | 99.72% | 99.72% |
13.11.2024 | 2.65% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 70'316 | 70'316 | 25'664 CHF | 26'369 CHF | 99.93% | 99.93% |
12.11.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 160'000 | 160'000 | 70'281 | 70'281 | 26'084 CHF | 26'788 CHF | 99.92% | 99.92% |
11.11.2024 | 3.71% | 0.36 CHF | 0.37 CHF | 155'000 | 155'000 | 63'861 | 63'861 | 21'545 CHF | 22'241 CHF | 99.90% | 99.90% |
08.11.2024 | 3.35% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 69'277 | 69'277 | 20'168 CHF | 20'862 CHF | 97.41% | 97.41% |
07.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 160'000 | 160'000 | 71'182 | 71'182 | 26'808 CHF | 27'522 CHF | 100.00% | 100.00% |