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 | 5.31% | 0.16 CHF | 0.17 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 55'206 CHF | 58'205 CHF | 100.00% | 100.00% |
19.11.2024 | 5.59% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'114 | 300'114 | 52'790 CHF | 55'791 CHF | 99.26% | 99.26% |
18.11.2024 | 3.18% | 0.28 CHF | 0.29 CHF | 290'000 | 290'000 | 288'154 | 288'154 | 89'372 CHF | 92'253 CHF | 99.97% | 99.97% |
15.11.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 285'000 | 285'000 | 283'477 | 283'477 | 102'032 CHF | 104'867 CHF | 99.64% | 99.64% |
14.11.2024 | 2.37% | 0.37 CHF | 0.38 CHF | 285'000 | 285'000 | 278'056 | 278'056 | 116'812 CHF | 119'592 CHF | 97.19% | 97.19% |
13.11.2024 | - | 0.21 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | 3.63% | 0.19 CHF | 0.27 CHF | 300'000 | 295'000 | 289'355 | 289'355 | 78'350 CHF | 81'243 CHF | 58.60% | 99.25% |
11.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 97'117 CHF | 99'955 CHF | 100.00% | 100.00% |
08.11.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 87'777 CHF | 90'654 CHF | 98.88% | 98.88% |
07.11.2024 | 2.93% | 0.38 CHF | 0.39 CHF | 280'000 | 280'000 | 283'389 | 283'389 | 95'561 CHF | 98'395 CHF | 99.76% | 99.76% |