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 | 4.79% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 246'049 | 75'000 | 50'158 CHF | 16'046 CHF | 14.13% | 100.00% |
19.11.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 269'338 | 75'000 | 50'942 CHF | 14'950 CHF | 99.99% | 99.99% |
18.11.2024 | 5.55% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 244'847 | 63'972 | 50'206 CHF | 13'792 CHF | 100.00% | 100.00% |
15.11.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 236'590 | 74'909 | 50'335 CHF | 16'699 CHF | 100.00% | 100.00% |
14.11.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 256'746 | 75'000 | 50'566 CHF | 15'585 CHF | 94.67% | 94.67% |
13.11.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 290'771 | 74'473 | 50'723 CHF | 13'755 CHF | 99.25% | 99.25% |
12.11.2024 | 5.45% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 283'972 | 75'000 | 50'648 CHF | 14'144 CHF | 98.32% | 98.32% |
11.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 239'620 | 75'000 | 50'376 CHF | 16'529 CHF | 100.00% | 100.00% |
08.11.2024 | 5.58% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 181'863 | 64'968 | 39'589 CHF | 14'919 CHF | 97.48% | 97.48% |
07.11.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 169'541 | 72'309 | 51'685 CHF | 22'941 CHF | 95.57% | 95.57% |