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 | 4.85% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 256'036 | 256'036 | 51'553 CHF | 54'113 CHF | 98.81% | 98.81% |
19.11.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'827 | 300'827 | 52'435 CHF | 55'443 CHF | 97.42% | 97.42% |
18.11.2024 | 4.95% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 261'518 | 261'508 | 51'529 CHF | 54'142 CHF | 97.80% | 97.80% |
15.11.2024 | 3.75% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 205'882 | 205'881 | 54'011 CHF | 56'070 CHF | 98.28% | 98.28% |
14.11.2024 | 2.77% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 154'326 | 154'326 | 54'881 CHF | 56'424 CHF | 98.47% | 98.47% |
13.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 129'466 | 129'466 | 50'239 CHF | 51'534 CHF | 98.21% | 98.21% |
12.11.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 66'628 | 66'626 | 26'712 CHF | 27'378 CHF | 98.99% | 98.99% |
11.11.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 63'000 | 63'000 | 65'177 | 65'177 | 27'254 CHF | 27'906 CHF | 99.06% | 99.06% |
08.11.2024 | 3.08% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 85'533 | 85'533 | 27'355 CHF | 28'211 CHF | 99.27% | 99.27% |
07.11.2024 | 3.86% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 101'656 | 101'656 | 25'824 CHF | 26'841 CHF | 98.67% | 98.67% |