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 | 4.81% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'537 | 251'537 | 51'045 CHF | 53'560 CHF | 99.12% | 99.12% |
19.11.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'205 | 301'203 | 52'180 CHF | 55'191 CHF | 99.00% | 99.00% |
18.11.2024 | 4.68% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 253'206 | 253'206 | 52'839 CHF | 55'371 CHF | 99.14% | 99.14% |
15.11.2024 | 4.34% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 231'456 | 231'443 | 52'203 CHF | 54'514 CHF | 98.78% | 98.78% |
14.11.2024 | 3.01% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 161'177 | 161'177 | 52'687 CHF | 54'299 CHF | 99.33% | 99.33% |
13.11.2024 | 2.85% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 137'156 | 137'155 | 47'666 CHF | 49'038 CHF | 98.97% | 98.97% |
12.11.2024 | 2.95% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 82'183 | 82'186 | 27'475 CHF | 28'298 CHF | 99.00% | 99.00% |
11.11.2024 | 4.57% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 123'870 | 123'870 | 26'550 CHF | 27'789 CHF | 99.25% | 99.25% |
08.11.2024 | 8.40% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 228'953 | 228'954 | 26'118 CHF | 28'407 CHF | 99.42% | 99.42% |
07.11.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 213'000 | 213'000 | 231'257 | 231'254 | 25'848 CHF | 28'160 CHF | 99.30% | 99.30% |