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 | 4.12% | 0.21 CHF | 0.25 CHF | 240'000 | 100'000 | 212'262 | 100'000 | 50'445 CHF | 24'774 CHF | 14.13% | 90.21% |
19.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 230'232 | 100'000 | 50'543 CHF | 22'995 CHF | 99.36% | 99.36% |
18.11.2024 | 5.41% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 225'085 | 88'902 | 50'576 CHF | 20'976 CHF | 99.38% | 99.38% |
15.11.2024 | 4.35% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 200'025 | 75'000 | 50'592 CHF | 19'814 CHF | 100.00% | 100.00% |
14.11.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 199'484 | 75'000 | 51'286 CHF | 20'044 CHF | 98.90% | 98.90% |
13.11.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 214'817 | 98'896 | 50'477 CHF | 24'272 CHF | 99.26% | 99.26% |
12.11.2024 | 3.87% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 195'589 | 75'000 | 51'304 CHF | 20'493 CHF | 99.00% | 99.00% |
11.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 179'500 | 75'000 | 51'567 CHF | 22'299 CHF | 99.90% | 99.90% |
08.11.2024 | 4.05% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 195'050 | 75'000 | 51'616 CHF | 20'679 CHF | 100.00% | 100.00% |
07.11.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 192'331 | 97'336 | 50'750 CHF | 26'855 CHF | 96.51% | 96.51% |