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 | 5.42% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 294'078 | 294'078 | 52'784 CHF | 55'725 CHF | 99.80% | 99.80% |
19.11.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'051 | 301'051 | 52'046 CHF | 55'056 CHF | 99.71% | 99.71% |
18.11.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 273'692 | 273'692 | 52'107 CHF | 54'844 CHF | 99.71% | 99.71% |
15.11.2024 | 4.78% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 254'121 | 254'121 | 51'890 CHF | 54'431 CHF | 99.81% | 99.81% |
14.11.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 260'288 | 260'288 | 51'240 CHF | 53'843 CHF | 99.80% | 99.80% |
13.11.2024 | 4.87% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 255'348 | 255'348 | 51'185 CHF | 53'739 CHF | 99.79% | 99.79% |
12.11.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 260'135 | 260'135 | 50'994 CHF | 53'596 CHF | 99.49% | 99.49% |
11.11.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'832 CHF | 53'332 CHF | 99.71% | 99.71% |
08.11.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'569 | 249'569 | 53'591 CHF | 56'087 CHF | 99.80% | 99.80% |
07.11.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 215'292 | 215'292 | 52'500 CHF | 54'653 CHF | 95.67% | 95.67% |