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 | 4.90% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 254'945 | 254'945 | 50'760 CHF | 53'310 CHF | 99.38% | 99.38% |
19.11.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'032 | 257'032 | 52'118 CHF | 54'688 CHF | 99.28% | 99.28% |
18.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 241'788 | 241'788 | 53'298 CHF | 55'715 CHF | 99.25% | 99.25% |
15.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 221'765 | 221'765 | 52'537 CHF | 54'755 CHF | 99.38% | 99.38% |
14.11.2024 | 3.34% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 184'320 | 184'320 | 54'464 CHF | 56'307 CHF | 99.35% | 99.35% |
13.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 172'909 | 172'909 | 56'568 CHF | 58'297 CHF | 99.39% | 99.39% |
12.11.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 150'654 | 150'654 | 53'395 CHF | 54'901 CHF | 99.07% | 99.07% |
11.11.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 146'865 | 146'865 | 56'363 CHF | 57'831 CHF | 99.24% | 99.24% |
08.11.2024 | 2.92% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 163'106 | 163'107 | 55'072 CHF | 56'703 CHF | 99.38% | 99.38% |
07.11.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 222'504 | 222'504 | 53'000 CHF | 55'225 CHF | 99.27% | 99.27% |