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 | 3.95% | 1.42 CHF | 1.45 CHF | 200'000 | 200'000 | 74'752 | 74'752 | 102'221 CHF | 105'403 CHF | 99.65% | 99.65% |
19.11.2024 | 3.86% | 1.38 CHF | 1.41 CHF | 200'000 | 200'000 | 74'753 | 74'753 | 102'535 CHF | 105'717 CHF | 99.65% | 99.65% |
18.11.2024 | 6.10% | 1.30 CHF | 1.35 CHF | 200'000 | 200'000 | 74'828 | 74'828 | 102'375 CHF | 107'681 CHF | 99.45% | 99.45% |
15.11.2024 | 6.11% | 1.51 CHF | 1.56 CHF | 200'000 | 200'000 | 74'755 | 74'755 | 108'803 CHF | 114'106 CHF | 99.65% | 99.65% |
14.11.2024 | 4.00% | 1.37 CHF | 1.40 CHF | 200'000 | 200'000 | 74'715 | 74'715 | 99'011 CHF | 102'192 CHF | 99.61% | 99.61% |
13.11.2024 | 4.28% | 1.28 CHF | 1.31 CHF | 300'000 | 300'000 | 113'398 | 113'398 | 139'715 CHF | 144'516 CHF | 97.27% | 97.27% |
12.11.2024 | 4.63% | 1.20 CHF | 1.23 CHF | 300'000 | 300'000 | 112'337 | 112'337 | 128'562 CHF | 133'339 CHF | 99.25% | 99.25% |
11.11.2024 | 4.84% | 1.11 CHF | 1.14 CHF | 300'000 | 300'000 | 112'126 | 112'126 | 122'958 CHF | 127'731 CHF | 99.64% | 99.64% |
08.11.2024 | 5.17% | 1.03 CHF | 1.06 CHF | 300'000 | 300'000 | 112'125 | 112'125 | 114'032 CHF | 118'805 CHF | 99.64% | 99.64% |
07.11.2024 | 4.69% | 1.07 CHF | 1.10 CHF | 300'000 | 300'000 | 112'124 | 112'124 | 122'040 CHF | 126'813 CHF | 99.64% | 99.64% |