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 | 5.51% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'328 | 299'326 | 52'879 CHF | 55'872 CHF | 99.22% | 99.22% |
19.11.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 268'961 | 268'961 | 51'858 CHF | 54'547 CHF | 97.45% | 97.45% |
18.11.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 328'810 | 328'810 | 52'339 CHF | 55'627 CHF | 99.20% | 99.20% |
15.11.2024 | 5.13% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 269'960 | 269'960 | 51'205 CHF | 53'904 CHF | 98.78% | 98.78% |
14.11.2024 | 4.92% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 260'888 | 260'891 | 51'698 CHF | 54'307 CHF | 99.31% | 99.31% |
13.11.2024 | 4.35% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 209'128 | 209'128 | 47'157 CHF | 49'248 CHF | 98.14% | 98.14% |
12.11.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 120'907 | 120'907 | 26'207 CHF | 27'416 CHF | 99.10% | 99.10% |
11.11.2024 | 3.60% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 97'087 | 97'087 | 26'487 CHF | 27'458 CHF | 99.36% | 99.36% |
08.11.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 77'485 | 77'485 | 27'528 CHF | 28'303 CHF | 98.19% | 98.19% |
07.11.2024 | 3.56% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 97'774 | 97'773 | 27'029 CHF | 28'006 CHF | 99.01% | 99.01% |