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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'062 | 150'062 | 55'081 CHF | 56'582 CHF | 99.47% | 99.47% |
27.11.2024 | 2.61% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 149'796 | 149'796 | 56'696 CHF | 58'194 CHF | 99.21% | 99.21% |
26.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'521 | 125'521 | 52'187 CHF | 53'442 CHF | 99.31% | 99.31% |
25.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'072 CHF | 55'322 CHF | 96.26% | 96.26% |
22.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'131 CHF | 54'381 CHF | 99.48% | 99.48% |
20.11.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'041 CHF | 56'291 CHF | 99.48% | 99.48% |
19.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'152 CHF | 56'402 CHF | 98.05% | 98.05% |
18.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'119 CHF | 57'369 CHF | 99.10% | 99.10% |
15.11.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 104'968 | 104'968 | 52'388 CHF | 53'438 CHF | 98.56% | 98.56% |
14.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'324 CHF | 61'324 CHF | 98.67% | 98.67% |