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 | 4.53% | 0.51 CHF | 0.52 CHF | 195'000 | 195'000 | 86'987 | 86'987 | 44'135 CHF | 45'711 CHF | 99.89% | 99.89% |
19.11.2024 | 5.28% | 0.49 CHF | 0.50 CHF | 195'000 | 195'000 | 80'345 | 80'345 | 37'344 CHF | 38'789 CHF | 100.00% | 100.00% |
18.11.2024 | 4.51% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 89'572 | 89'572 | 36'370 CHF | 37'772 CHF | 99.89% | 99.89% |
15.11.2024 | 4.66% | 0.38 CHF | 0.39 CHF | 205'000 | 205'000 | 91'452 | 91'452 | 34'645 CHF | 36'032 CHF | 99.90% | 99.90% |
14.11.2024 | 5.19% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 68'837 | 68'837 | 28'752 CHF | 29'788 CHF | 100.00% | 100.00% |
13.11.2024 | 4.60% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 87'830 | 87'830 | 42'259 CHF | 43'843 CHF | 100.00% | 100.00% |
12.11.2024 | 4.16% | 0.49 CHF | 0.50 CHF | 195'000 | 195'000 | 86'100 | 86'100 | 46'167 CHF | 47'718 CHF | 99.85% | 99.85% |
11.11.2024 | 3.72% | 0.58 CHF | 0.59 CHF | 190'000 | 190'000 | 83'940 | 83'940 | 50'651 CHF | 52'165 CHF | 99.58% | 99.58% |
08.11.2024 | 3.84% | 0.59 CHF | 0.60 CHF | 190'000 | 190'000 | 85'322 | 85'322 | 50'491 CHF | 52'032 CHF | 99.19% | 99.19% |
07.11.2024 | 4.14% | 0.59 CHF | 0.60 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 48'315 CHF | 49'863 CHF | 100.00% | 100.00% |