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 | 4.41% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 235'824 | 235'823 | 52'381 CHF | 54'739 CHF | 99.38% | 99.38% |
19.11.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 241'921 | 241'922 | 51'936 CHF | 54'356 CHF | 99.26% | 99.26% |
18.11.2024 | 2.42% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 132'195 | 132'195 | 53'973 CHF | 55'295 CHF | 99.31% | 99.31% |
15.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'127 | 105'127 | 53'654 CHF | 54'705 CHF | 99.39% | 99.39% |
14.11.2024 | 1.52% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 91'207 | 91'207 | 59'453 CHF | 60'365 CHF | 99.34% | 99.34% |
13.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 186'445 | 186'445 | 54'303 CHF | 56'168 CHF | 99.39% | 99.39% |
12.11.2024 | 2.61% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 142'580 | 142'580 | 53'828 CHF | 55'253 CHF | 99.07% | 99.07% |
11.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 101'004 | 101'005 | 52'885 CHF | 53'895 CHF | 99.25% | 99.25% |
08.11.2024 | 2.14% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 119'580 | 119'580 | 55'261 CHF | 56'456 CHF | 99.39% | 99.39% |
07.11.2024 | 1.88% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 102'978 | 102'978 | 54'485 CHF | 55'514 CHF | 99.24% | 99.24% |