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 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 138'468 | 52'693 | 51'933 CHF | 20'195 CHF | 99.61% | 99.61% |
19.11.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 153'148 | 52'699 | 52'052 CHF | 18'403 CHF | 99.53% | 99.53% |
18.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 135'321 | 52'686 | 51'669 CHF | 20'638 CHF | 99.61% | 99.61% |
15.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'421 | 61'836 | 51'446 CHF | 17'926 CHF | 88.76% | 88.76% |
14.11.2024 | 3.01% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 154'273 | 55'658 | 51'651 CHF | 19'466 CHF | 78.22% | 84.06% |
13.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 107'357 | 53'290 | 51'737 CHF | 26'192 CHF | 97.50% | 97.50% |
12.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 100'649 | 52'727 | 52'879 CHF | 28'098 CHF | 99.48% | 99.48% |
11.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'726 | 52'682 | 55'652 CHF | 37'396 CHF | 99.64% | 99.64% |
08.11.2024 | 1.48% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 69'999 | 24'866 | 52'482 CHF | 18'914 CHF | 58.86% | 58.86% |
07.11.2024 | 1.35% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 70'819 | 51'159 | 55'599 CHF | 41'082 CHF | 88.23% | 88.23% |