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 | 7.73% | 0.22 CHF | 0.23 CHF | 240'000 | 75'000 | 223'855 | 75'000 | 50'585 CHF | 18'323 CHF | 77.15% | 77.15% |
19.11.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 266'060 | 75'000 | 251'817 | 75'000 | 49'036 CHF | 15'642 CHF | 37.39% | 37.39% |
18.11.2024 | 4.85% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 181'277 | 63'972 | 43'179 CHF | 15'940 CHF | 100.00% | 100.00% |
15.11.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 185'461 | 75'000 | 51'556 CHF | 21'770 CHF | 100.00% | 100.00% |
14.11.2024 | 3.74% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 192'551 | 75'000 | 50'629 CHF | 20'575 CHF | 99.26% | 99.26% |
13.11.2024 | 4.77% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 234'574 | 73'176 | 49'537 CHF | 16'337 CHF | 47.29% | 47.29% |
12.11.2024 | 5.31% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 159'561 | 75'000 | 51'884 CHF | 25'804 CHF | 99.09% | 99.09% |
11.11.2024 | 5.16% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 143'465 | 75'000 | 51'364 CHF | 28'294 CHF | 100.00% | 100.00% |
08.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 172'851 | 75'000 | 51'566 CHF | 23'150 CHF | 99.75% | 99.75% |
07.11.2024 | 4.02% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 151'915 | 72'667 | 50'444 CHF | 25'173 CHF | 98.69% | 98.69% |