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 | 3.21% | 0.37 CHF | 0.38 CHF | 165'000 | 165'000 | 72'208 | 72'208 | 23'501 CHF | 24'225 CHF | 99.57% | 99.57% |
19.11.2024 | 2.98% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 71'484 | 71'484 | 24'585 CHF | 25'314 CHF | 99.22% | 99.22% |
18.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 170'000 | 170'000 | 75'913 | 75'913 | 32'198 CHF | 32'958 CHF | 99.90% | 99.90% |
15.11.2024 | 2.45% | 0.46 CHF | 0.47 CHF | 170'000 | 170'000 | 69'356 | 69'356 | 30'512 CHF | 31'207 CHF | 91.93% | 91.93% |
14.11.2024 | 6.25% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 66'136 | 66'136 | 12'689 CHF | 13'459 CHF | 99.72% | 99.72% |
13.11.2024 | 3.45% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 70'320 | 70'320 | 19'420 CHF | 20'124 CHF | 99.93% | 99.93% |
12.11.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 160'000 | 160'000 | 70'264 | 70'264 | 19'828 CHF | 20'532 CHF | 99.93% | 99.93% |
11.11.2024 | 5.91% | 0.27 CHF | 0.28 CHF | 155'000 | 155'000 | 63'860 | 63'860 | 15'889 CHF | 16'665 CHF | 99.90% | 99.90% |
08.11.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 69'277 | 69'277 | 14'057 CHF | 14'848 CHF | 97.41% | 97.41% |
07.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 160'000 | 160'000 | 71'182 | 71'182 | 20'534 CHF | 21'247 CHF | 100.00% | 100.00% |