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 | 3.46% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 185'751 | 185'751 | 52'804 CHF | 54'662 CHF | 99.38% | 99.38% |
19.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'739 | 199'739 | 54'857 CHF | 56'854 CHF | 99.27% | 99.27% |
18.11.2024 | 3.99% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 213'709 | 213'709 | 52'443 CHF | 54'581 CHF | 99.27% | 99.27% |
15.11.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 243'804 | 243'804 | 53'892 CHF | 56'330 CHF | 99.37% | 99.37% |
14.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 282'197 | 282'198 | 53'117 CHF | 55'939 CHF | 99.35% | 99.35% |
13.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 303'748 | 303'748 | 51'760 CHF | 54'797 CHF | 99.37% | 99.37% |
12.11.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 318'074 | 318'074 | 51'938 CHF | 55'119 CHF | 99.08% | 99.08% |
11.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'938 | 348'938 | 52'385 CHF | 55'874 CHF | 99.23% | 99.23% |
08.11.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 331'852 | 331'852 | 52'179 CHF | 55'498 CHF | 99.39% | 99.39% |
07.11.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 336'558 | 336'558 | 52'132 CHF | 55'498 CHF | 99.25% | 99.25% |