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 | 5.61% | 0.19 CHF | 0.20 CHF | 210'000 | 210'000 | 82'404 | 82'404 | 14'985 CHF | 15'813 CHF | 99.89% | 99.89% |
19.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 98'243 | 98'243 | 16'848 CHF | 17'835 CHF | 99.94% | 99.94% |
18.11.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 210'000 | 210'000 | 78'426 | 78'426 | 14'577 CHF | 15'365 CHF | 99.89% | 99.89% |
15.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 210'000 | 210'000 | 97'202 | 97'202 | 18'849 CHF | 19'832 CHF | 99.61% | 99.61% |
14.11.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 210'000 | 210'000 | 85'316 | 85'316 | 19'756 CHF | 20'613 CHF | 100.00% | 100.00% |
13.11.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 85'664 | 85'664 | 21'055 CHF | 21'915 CHF | 100.00% | 100.00% |
12.11.2024 | 3.29% | 0.28 CHF | 0.28 CHF | 170'000 | 170'000 | 77'905 | 77'905 | 23'740 CHF | 24'523 CHF | 99.94% | 99.94% |
11.11.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 160'000 | 160'000 | 69'156 | 69'156 | 22'985 CHF | 23'680 CHF | 99.89% | 99.89% |
08.11.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 64'382 | 64'382 | 21'565 CHF | 22'226 CHF | 96.89% | 96.89% |
07.11.2024 | 3.42% | 0.34 CHF | 0.35 CHF | 170'000 | 170'000 | 74'618 | 74'618 | 23'133 CHF | 23'886 CHF | 98.31% | 98.31% |