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 | 4.48% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 240'116 | 240'116 | 52'422 CHF | 54'824 CHF | 99.49% | 99.49% |
19.11.2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 262'507 | 262'507 | 51'124 CHF | 53'749 CHF | 99.02% | 99.02% |
18.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'061 | 237'061 | 53'244 CHF | 55'615 CHF | 99.29% | 99.29% |
15.11.2024 | 3.51% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 186'337 | 186'337 | 52'127 CHF | 53'990 CHF | 98.88% | 98.88% |
14.11.2024 | 2.76% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 153'706 | 153'706 | 54'817 CHF | 56'354 CHF | 99.10% | 99.10% |
13.11.2024 | 3.45% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 170'012 | 170'012 | 48'654 CHF | 50'354 CHF | 98.10% | 98.10% |
12.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'273 | 100'273 | 25'618 CHF | 26'620 CHF | 99.16% | 99.16% |
11.11.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 97'894 | 97'894 | 26'890 CHF | 27'869 CHF | 99.40% | 99.40% |
08.11.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 93'574 | 93'574 | 26'807 CHF | 27'742 CHF | 99.50% | 99.50% |
07.11.2024 | 3.62% | 0.31 CHF | 0.32 CHF | 88'000 | 88'000 | 97'753 | 97'753 | 26'568 CHF | 27'546 CHF | 97.97% | 97.97% |