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 | 4.02% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 216'321 | 216'321 | 52'729 CHF | 54'892 CHF | 99.81% | 99.81% |
19.11.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'003 | 237'003 | 52'863 CHF | 55'233 CHF | 99.73% | 99.73% |
18.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'259 | 200'259 | 51'444 CHF | 53'447 CHF | 99.70% | 99.70% |
15.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'697 CHF | 55'697 CHF | 99.79% | 99.79% |
14.11.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 193'890 | 193'891 | 53'758 CHF | 55'697 CHF | 99.81% | 99.81% |
13.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 238'655 | 238'655 | 53'337 CHF | 55'724 CHF | 99.81% | 99.81% |
12.11.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 248'421 | 248'421 | 53'865 CHF | 56'349 CHF | 99.49% | 99.49% |
11.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'669 | 265'670 | 51'601 CHF | 54'258 CHF | 99.72% | 99.72% |
08.11.2024 | 6.85% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 371'751 | 371'751 | 52'466 CHF | 56'184 CHF | 99.80% | 99.80% |
07.11.2024 | 5.92% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 318'099 | 318'098 | 52'181 CHF | 55'362 CHF | 95.69% | 95.69% |