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 | 5.03% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 270'069 | 270'069 | 52'329 CHF | 55'030 CHF | 99.49% | 99.49% |
19.11.2024 | 5.52% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 297'995 | 297'993 | 52'528 CHF | 55'508 CHF | 97.77% | 97.77% |
18.11.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 204'197 | 204'197 | 51'467 CHF | 53'509 CHF | 99.29% | 99.29% |
15.11.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 232'894 | 232'894 | 52'373 CHF | 54'702 CHF | 98.76% | 98.76% |
14.11.2024 | 3.14% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 176'049 | 176'049 | 55'267 CHF | 57'028 CHF | 99.00% | 99.00% |
13.11.2024 | 3.53% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 170'523 | 170'522 | 47'720 CHF | 49'425 CHF | 99.44% | 99.44% |
12.11.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 88'000 | 88'000 | 90'631 | 90'631 | 26'939 CHF | 27'846 CHF | 99.07% | 99.07% |
11.11.2024 | 5.10% | 0.30 CHF | 0.31 CHF | 88'000 | 88'000 | 137'272 | 137'273 | 26'269 CHF | 27'641 CHF | 99.33% | 99.33% |
08.11.2024 | 7.64% | 0.15 CHF | 0.16 CHF | 188'000 | 188'000 | 205'231 | 205'230 | 25'890 CHF | 27'943 CHF | 99.44% | 99.44% |
07.11.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 188'000 | 188'000 | 189'265 | 189'265 | 26'338 CHF | 28'231 CHF | 98.66% | 98.66% |