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 | 4.86% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 256'959 | 256'960 | 51'672 CHF | 54'242 CHF | 99.81% | 99.81% |
19.11.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'186 | 251'186 | 52'624 CHF | 55'136 CHF | 99.70% | 99.70% |
18.11.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 291'709 | 291'708 | 53'453 CHF | 56'370 CHF | 99.69% | 99.69% |
15.11.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 308'126 | 308'125 | 51'958 CHF | 55'039 CHF | 99.80% | 99.80% |
14.11.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 289'022 | 289'021 | 52'715 CHF | 55'605 CHF | 99.80% | 99.80% |
13.11.2024 | 5.34% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 289'558 | 289'558 | 52'768 CHF | 55'664 CHF | 99.80% | 99.80% |
12.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 273'686 | 273'686 | 51'789 CHF | 54'526 CHF | 99.49% | 99.49% |
11.11.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 296'101 | 296'101 | 52'661 CHF | 55'622 CHF | 99.71% | 99.71% |
08.11.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 308'918 | 308'918 | 51'395 CHF | 54'484 CHF | 99.80% | 99.80% |
07.11.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 364'125 | 364'124 | 52'433 CHF | 56'074 CHF | 95.69% | 95.69% |