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 | 3.59% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 194'916 | 194'916 | 53'453 CHF | 55'402 CHF | 99.47% | 99.47% |
19.11.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 198'941 | 198'941 | 53'448 CHF | 55'438 CHF | 98.49% | 98.49% |
18.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 194'816 | 194'815 | 54'478 CHF | 56'426 CHF | 98.99% | 98.99% |
15.11.2024 | 4.13% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 220'954 | 220'954 | 52'478 CHF | 54'687 CHF | 99.30% | 99.30% |
14.11.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 269'802 | 269'818 | 51'832 CHF | 54'534 CHF | 98.69% | 98.69% |
13.11.2024 | 5.16% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 246'227 | 246'227 | 46'717 CHF | 49'179 CHF | 99.15% | 99.15% |
12.11.2024 | 5.73% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 151'737 | 151'737 | 25'708 CHF | 27'225 CHF | 99.11% | 99.11% |
11.11.2024 | 7.00% | 0.17 CHF | 0.18 CHF | 163'000 | 163'000 | 189'710 | 189'710 | 26'161 CHF | 28'058 CHF | 98.95% | 98.95% |
08.11.2024 | 6.69% | 0.13 CHF | 0.14 CHF | 188'000 | 188'000 | 180'908 | 180'887 | 26'149 CHF | 27'955 CHF | 99.41% | 99.41% |
07.11.2024 | 5.86% | 0.15 CHF | 0.16 CHF | 175'000 | 175'000 | 157'067 | 157'067 | 26'043 CHF | 27'614 CHF | 98.89% | 98.89% |