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 | 4.98% | 0.66 CHF | 0.68 CHF | 500'000 | 500'000 | 186'850 | 186'850 | 127'943 CHF | 133'245 CHF | 99.61% | 99.61% |
19.11.2024 | 5.12% | 0.68 CHF | 0.70 CHF | 500'000 | 500'000 | 186'862 | 186'862 | 126'944 CHF | 132'247 CHF | 99.63% | 99.63% |
18.11.2024 | 5.29% | 0.72 CHF | 0.74 CHF | 500'000 | 500'000 | 187'067 | 187'067 | 127'757 CHF | 133'063 CHF | 99.42% | 99.42% |
15.11.2024 | 5.18% | 0.64 CHF | 0.66 CHF | 500'000 | 500'000 | 186'867 | 186'867 | 123'150 CHF | 128'453 CHF | 99.63% | 99.63% |
14.11.2024 | 4.74% | 0.72 CHF | 0.74 CHF | 500'000 | 500'000 | 186'762 | 186'762 | 136'869 CHF | 142'171 CHF | 99.60% | 99.60% |
13.11.2024 | 4.39% | 0.77 CHF | 0.79 CHF | 300'000 | 300'000 | 113'626 | 113'626 | 89'954 CHF | 93'159 CHF | 96.83% | 96.83% |
12.11.2024 | 4.05% | 0.82 CHF | 0.84 CHF | 300'000 | 300'000 | 112'335 | 112'335 | 96'256 CHF | 99'441 CHF | 99.23% | 99.23% |
11.11.2024 | 3.90% | 0.89 CHF | 0.91 CHF | 300'000 | 300'000 | 112'118 | 112'118 | 99'973 CHF | 103'155 CHF | 99.63% | 99.63% |
08.11.2024 | 5.55% | 0.94 CHF | 0.97 CHF | 300'000 | 300'000 | 112'114 | 112'114 | 105'594 CHF | 110'366 CHF | 99.63% | 99.63% |
07.11.2024 | 3.99% | 0.92 CHF | 0.94 CHF | 300'000 | 300'000 | 112'112 | 112'112 | 100'954 CHF | 104'136 CHF | 99.63% | 99.63% |