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 | 4.65% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 239'946 | 239'946 | 51'570 CHF | 53'972 CHF | 100.00% | 100.00% |
19.11.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 177'975 | 177'975 | 37'403 CHF | 39'187 CHF | 99.27% | 99.27% |
18.11.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 160'000 | 160'000 | 158'156 | 158'156 | 63'066 CHF | 64'652 CHF | 99.47% | 99.47% |
15.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 148'455 | 148'455 | 74'471 CHF | 75'957 CHF | 98.94% | 98.94% |
14.11.2024 | 1.58% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 215'160 | 215'160 | 139'854 CHF | 142'012 CHF | 97.56% | 97.56% |
13.11.2024 | 3.51% | 0.30 CHF | 0.31 CHF | 240'000 | 240'000 | 237'585 | 237'585 | 68'188 CHF | 70'566 CHF | 100.00% | 100.00% |
12.11.2024 | 2.72% | 0.28 CHF | 0.28 CHF | 180'000 | 180'000 | 168'970 | 168'970 | 62'976 CHF | 64'667 CHF | 99.24% | 99.24% |
11.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 190'000 | 190'000 | 188'083 | 188'083 | 96'914 CHF | 98'797 CHF | 100.00% | 100.00% |
08.11.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 160'000 | 160'000 | 158'351 | 158'351 | 72'180 CHF | 73'765 CHF | 98.58% | 98.58% |
07.11.2024 | 1.94% | 0.59 CHF | 0.60 CHF | 180'000 | 180'000 | 178'301 | 178'301 | 93'061 CHF | 94'846 CHF | 99.57% | 99.57% |