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 | 4.46% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 350'641 | 350'640 | 76'809 CHF | 80'315 CHF | 97.86% | 97.86% |
19.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 384'534 | 384'534 | 77'969 CHF | 81'814 CHF | 98.91% | 98.91% |
18.11.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 325'000 | 325'000 | 344'466 | 344'466 | 79'622 CHF | 83'067 CHF | 98.77% | 98.77% |
15.11.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 321'416 | 321'416 | 80'582 CHF | 83'796 CHF | 100.00% | 100.00% |
14.11.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 306'746 | 306'746 | 84'337 CHF | 87'404 CHF | 98.26% | 98.26% |
13.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 325'000 | 325'000 | 320'520 | 320'518 | 82'513 CHF | 85'717 CHF | 99.60% | 99.60% |
12.11.2024 | 3.29% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 287'260 | 287'259 | 85'907 CHF | 88'779 CHF | 100.00% | 100.00% |
11.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 450'000 | 450'000 | 451'074 | 451'074 | 159'154 CHF | 163'665 CHF | 100.00% | 100.00% |
08.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 500'000 | 500'000 | 491'082 | 491'080 | 155'735 CHF | 160'645 CHF | 84.81% | 84.81% |
07.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 450'000 | 450'000 | 454'789 | 454'788 | 169'242 CHF | 173'789 CHF | 100.00% | 100.00% |