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 | 4.45% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'295 | 247'295 | 54'340 CHF | 56'813 CHF | 99.10% | 99.10% |
19.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 241'027 | 241'020 | 53'040 CHF | 55'449 CHF | 95.58% | 95.58% |
18.11.2024 | 5.23% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 282'029 | 282'029 | 52'519 CHF | 55'339 CHF | 99.30% | 99.30% |
15.11.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'939 | 313'949 | 51'510 CHF | 54'651 CHF | 99.36% | 99.36% |
14.11.2024 | 6.22% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 334'555 | 334'555 | 52'135 CHF | 55'481 CHF | 99.43% | 99.43% |
13.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 263'420 | 263'420 | 47'117 CHF | 49'751 CHF | 99.37% | 99.37% |
12.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 153'975 | 153'975 | 26'210 CHF | 27'750 CHF | 98.90% | 98.90% |
11.11.2024 | 4.10% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 109'663 | 109'663 | 26'222 CHF | 27'319 CHF | 99.32% | 99.32% |
08.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'659 CHF | 27'659 CHF | 99.45% | 99.45% |
07.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'281 CHF | 27'281 CHF | 99.23% | 99.23% |