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 | 3.13% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 160'680 | 52'686 | 51'882 CHF | 17'442 CHF | 99.66% | 99.66% |
19.11.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 177'899 | 52'694 | 51'254 CHF | 15'672 CHF | 99.58% | 99.58% |
18.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 157'210 | 52'681 | 51'844 CHF | 17'921 CHF | 99.66% | 99.66% |
15.11.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 221'971 | 61'827 | 50'538 CHF | 14'673 CHF | 88.83% | 88.83% |
14.11.2024 | 3.51% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 182'870 | 57'180 | 51'267 CHF | 16'998 CHF | 73.93% | 83.48% |
13.11.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 122'151 | 53'402 | 52'618 CHF | 23'482 CHF | 97.13% | 97.13% |
12.11.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 110'147 | 52'717 | 52'126 CHF | 25'363 CHF | 99.53% | 99.53% |
11.11.2024 | 1.66% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'220 | 52'675 | 51'821 CHF | 34'666 CHF | 99.68% | 99.68% |
08.11.2024 | 1.55% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 79'173 | 24'866 | 55'272 CHF | 17'634 CHF | 58.92% | 58.92% |
07.11.2024 | 1.53% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 73'633 | 51'155 | 53'884 CHF | 38'446 CHF | 88.28% | 88.28% |