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 | 4.56% | 0.21 CHF | 0.22 CHF | 375'000 | 375'000 | 168'275 | 168'275 | 36'971 CHF | 38'657 CHF | 99.90% | 99.90% |
19.11.2024 | 4.72% | 0.23 CHF | 0.24 CHF | 380'000 | 380'000 | 168'498 | 168'498 | 36'769 CHF | 38'458 CHF | 100.00% | 100.00% |
18.11.2024 | 5.44% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 162'403 | 162'403 | 29'724 CHF | 31'351 CHF | 99.63% | 99.63% |
15.11.2024 | 3.82% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 123'890 | 123'890 | 29'130 CHF | 30'372 CHF | 98.89% | 98.89% |
14.11.2024 | 5.84% | 0.24 CHF | 0.25 CHF | 380'000 | 380'000 | 177'283 | 177'283 | 40'239 CHF | 42'037 CHF | 54.14% | 95.14% |
13.11.2024 | 2.31% | 0.41 CHF | 0.43 CHF | 420'000 | 420'000 | 422'407 | 422'407 | 180'771 CHF | 184'995 CHF | 0.70% | 99.78% |
12.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 183'907 CHF | 188'157 CHF | 0.10% | 100.00% |
11.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 425'000 | 425'000 | 190'861 | 190'861 | 83'026 CHF | 84'938 CHF | 99.90% | 99.90% |
08.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 435'000 | 435'000 | 194'316 | 194'316 | 88'033 CHF | 89'980 CHF | 100.00% | 100.00% |
07.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 435'000 | 435'000 | 193'437 | 193'437 | 86'351 CHF | 88'289 CHF | 99.85% | 99.85% |