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 | 4.00% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 255'018 | 255'018 | 62'502 CHF | 65'052 CHF | 99.45% | 99.45% |
19.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 275'000 | 275'000 | 275'823 | 275'821 | 58'800 CHF | 61'558 CHF | 95.22% | 95.22% |
18.11.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 275'000 | 275'000 | 289'128 | 289'126 | 58'731 CHF | 61'622 CHF | 99.17% | 99.17% |
15.11.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 288'540 | 288'538 | 58'650 CHF | 61'535 CHF | 98.78% | 98.78% |
14.11.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 260'226 | 260'188 | 60'522 CHF | 63'115 CHF | 99.24% | 99.24% |
13.11.2024 | 4.49% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 238'140 | 238'140 | 52'242 CHF | 54'623 CHF | 99.08% | 99.08% |
12.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 148'019 | 148'019 | 29'417 CHF | 30'897 CHF | 98.59% | 98.59% |
11.11.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 160'572 | 160'571 | 27'891 CHF | 29'496 CHF | 99.24% | 99.24% |
08.11.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 175'000 | 175'000 | 165'769 | 165'770 | 26'905 CHF | 28'563 CHF | 99.35% | 99.35% |
07.11.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 175'000 | 175'000 | 174'066 | 174'062 | 27'184 CHF | 28'924 CHF | 99.11% | 99.11% |