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 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 113'728 | 52'687 | 51'817 CHF | 24'444 CHF | 99.65% | 99.65% |
19.11.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 123'836 | 52'694 | 52'032 CHF | 22'631 CHF | 99.58% | 99.58% |
18.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 112'485 | 52'681 | 52'034 CHF | 24'899 CHF | 99.66% | 99.66% |
15.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 142'922 | 61'829 | 51'698 CHF | 22'933 CHF | 88.82% | 88.82% |
14.11.2024 | 2.50% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 124'619 | 53'556 | 51'889 CHF | 23'026 CHF | 83.46% | 83.46% |
13.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 92'991 | 53'402 | 52'325 CHF | 30'547 CHF | 97.13% | 97.13% |
12.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 88'037 | 52'717 | 53'303 CHF | 32'323 CHF | 99.53% | 99.53% |
11.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 71'065 | 52'675 | 55'315 CHF | 41'611 CHF | 99.68% | 99.68% |
08.11.2024 | 1.32% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 68'702 | 24'866 | 56'917 CHF | 20'882 CHF | 58.92% | 58.92% |
07.11.2024 | 1.25% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 63'516 | 51'155 | 54'986 CHF | 45'158 CHF | 88.28% | 88.28% |