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 | 4.42% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 228'442 | 50'000 | 50'512 CHF | 11'578 CHF | 91.15% | 91.15% |
19.11.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 217'723 | 50'000 | 50'513 CHF | 12'114 CHF | 99.99% | 99.99% |
18.11.2024 | 5.17% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 223'749 | 44'487 | 50'584 CHF | 10'607 CHF | 100.00% | 100.00% |
15.11.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 237'822 | 50'000 | 50'430 CHF | 11'109 CHF | 97.60% | 97.60% |
14.11.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 230'737 | 50'000 | 50'556 CHF | 11'463 CHF | 96.15% | 96.15% |
13.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 271'371 | 49'816 | 49'993 CHF | 9'679 CHF | 84.99% | 84.99% |
12.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 262'778 | 50'000 | 259'907 | 50'000 | 50'246 CHF | 10'174 CHF | 87.99% | 87.99% |
11.11.2024 | 3.89% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 201'365 | 50'000 | 50'769 CHF | 13'168 CHF | 99.48% | 99.48% |
08.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 181'413 | 50'000 | 50'954 CHF | 14'558 CHF | 99.86% | 99.86% |
07.11.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 181'874 | 48'669 | 51'271 CHF | 14'259 CHF | 96.52% | 96.52% |