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 | 3.62% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 167'169 | 167'169 | 45'179 CHF | 46'854 CHF | 99.31% | 99.31% |
19.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 350'000 | 350'000 | 175'553 | 175'553 | 46'309 CHF | 48'067 CHF | 99.61% | 99.61% |
18.11.2024 | 3.99% | 0.29 CHF | 0.30 CHF | 390'000 | 390'000 | 188'659 | 188'659 | 49'308 CHF | 51'198 CHF | 99.01% | 99.01% |
15.11.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 360'000 | 360'000 | 177'663 | 177'663 | 43'579 CHF | 45'358 CHF | 99.70% | 99.70% |
14.11.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 162'585 | 162'585 | 49'771 CHF | 51'403 CHF | 99.72% | 99.72% |
13.11.2024 | 3.36% | 0.33 CHF | 0.34 CHF | 310'000 | 310'000 | 136'162 | 136'162 | 48'096 CHF | 49'737 CHF | 99.50% | 99.50% |
12.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 136'145 | 136'145 | 55'104 CHF | 56'469 CHF | 99.01% | 99.01% |
11.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 280'000 | 280'000 | 134'259 | 134'259 | 58'053 CHF | 59'400 CHF | 98.92% | 98.92% |
08.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 280'000 | 280'000 | 133'227 | 133'227 | 63'501 CHF | 64'838 CHF | 99.13% | 99.13% |
07.11.2024 | 2.41% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 147'732 | 147'732 | 64'189 CHF | 65'676 CHF | 99.63% | 99.63% |