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 | 4.16% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 222'554 | 222'554 | 52'393 CHF | 54'619 CHF | 100.00% | 100.00% |
19.11.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 238'406 | 238'406 | 53'143 CHF | 55'527 CHF | 99.91% | 99.91% |
18.11.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 223'058 | 223'058 | 52'379 CHF | 54'610 CHF | 99.90% | 99.90% |
15.11.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 228'739 | 228'739 | 52'687 CHF | 54'974 CHF | 100.00% | 100.00% |
14.11.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 208'492 | 208'492 | 52'426 CHF | 54'510 CHF | 100.00% | 100.00% |
13.11.2024 | 5.04% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 270'556 | 270'555 | 52'286 CHF | 54'992 CHF | 100.00% | 100.00% |
12.11.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 261'132 | 261'133 | 51'099 CHF | 53'710 CHF | 99.70% | 99.70% |
11.11.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 320'434 | 320'435 | 52'585 CHF | 55'789 CHF | 99.91% | 99.91% |
08.11.2024 | 9.20% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 490'744 | 474'536 | 50'950 CHF | 54'188 CHF | 100.00% | 100.00% |
07.11.2024 | 8.86% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 473'522 | 422'987 | 51'085 CHF | 50'697 CHF | 95.88% | 95.88% |