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 | 5.67% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 161'856 | 25'338 | 51'818 CHF | 8'448 CHF | 99.65% | 99.65% |
19.11.2024 | 6.10% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 173'391 | 25'341 | 51'404 CHF | 7'955 CHF | 99.60% | 99.60% |
18.11.2024 | 6.01% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 169'325 | 25'335 | 51'265 CHF | 8'156 CHF | 99.64% | 99.64% |
15.11.2024 | 4.73% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 145'077 | 29'350 | 51'461 CHF | 10'381 CHF | 56.31% | 56.31% |
14.11.2024 | 3.92% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 111'001 | 20'008 | 51'897 CHF | 9'707 CHF | 99.61% | 99.61% |
13.11.2024 | 4.21% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'434 | 25'791 | 51'154 CHF | 11'361 CHF | 96.77% | 96.77% |
12.11.2024 | 4.29% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'000 | 25'340 | 51'127 CHF | 11'250 CHF | 99.60% | 99.60% |
11.11.2024 | 3.87% | 0.45 CHF | 0.46 CHF | 120'000 | 25'000 | 110'667 | 20'294 | 51'595 CHF | 9'818 CHF | 96.88% | 96.88% |