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 | 4.59% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 244'918 | 244'918 | 52'127 CHF | 54'576 CHF | 99.49% | 99.49% |
19.11.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'396 | 249'396 | 51'329 CHF | 53'823 CHF | 98.35% | 98.35% |
18.11.2024 | 3.94% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 206'537 | 206'537 | 51'398 CHF | 53'463 CHF | 99.07% | 99.07% |
15.11.2024 | 4.49% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 245'689 | 245'690 | 53'522 CHF | 55'979 CHF | 99.38% | 99.38% |
14.11.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 240'657 | 240'657 | 53'082 CHF | 55'488 CHF | 98.86% | 98.86% |
13.11.2024 | 4.75% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 221'513 | 221'515 | 45'618 CHF | 47'834 CHF | 99.07% | 99.07% |
12.11.2024 | 4.80% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 128'206 | 128'207 | 26'054 CHF | 27'337 CHF | 98.78% | 98.78% |
11.11.2024 | 6.04% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 163'392 | 163'395 | 26'271 CHF | 27'905 CHF | 99.35% | 99.35% |
08.11.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 175'000 | 175'000 | 194'336 | 194'336 | 25'827 CHF | 27'771 CHF | 99.49% | 99.49% |
07.11.2024 | 5.62% | 0.15 CHF | 0.16 CHF | 163'000 | 163'000 | 151'949 | 151'944 | 26'308 CHF | 27'826 CHF | 99.09% | 99.09% |