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 | 4.57% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 294'321 | 294'321 | 62'971 CHF | 65'914 CHF | 99.04% | 99.04% |
19.11.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'275 | 250'274 | 62'086 CHF | 64'588 CHF | 95.50% | 95.50% |
18.11.2024 | 3.78% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 248'352 | 248'352 | 64'570 CHF | 67'053 CHF | 99.35% | 99.35% |
15.11.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 247'277 | 247'277 | 63'758 CHF | 66'230 CHF | 99.28% | 99.28% |
14.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 274'317 | 274'317 | 65'255 CHF | 67'999 CHF | 99.06% | 99.06% |
13.11.2024 | 4.07% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 232'379 | 232'378 | 55'555 CHF | 57'879 CHF | 99.02% | 99.02% |
12.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 125'000 | 125'000 | 124'947 | 124'947 | 31'920 CHF | 33'170 CHF | 99.06% | 99.06% |
11.11.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 113'000 | 113'000 | 113'073 | 113'073 | 31'235 CHF | 32'366 CHF | 99.32% | 99.32% |
08.11.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 111'361 | 111'361 | 32'276 CHF | 33'390 CHF | 99.41% | 99.41% |
07.11.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'595 CHF | 33'595 CHF | 99.26% | 99.26% |