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 | 4.78% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'676 | 256'676 | 52'367 CHF | 54'934 CHF | 99.49% | 99.49% |
19.11.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 217'422 | 217'423 | 52'744 CHF | 54'918 CHF | 98.68% | 98.68% |
18.11.2024 | 4.59% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 247'832 | 247'832 | 52'843 CHF | 55'321 CHF | 99.29% | 99.29% |
15.11.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 232'493 | 232'493 | 52'673 CHF | 54'998 CHF | 99.38% | 99.38% |
14.11.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 218'304 | 218'304 | 52'839 CHF | 55'022 CHF | 99.41% | 99.41% |
13.11.2024 | 5.10% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 243'622 | 243'623 | 46'771 CHF | 49'207 CHF | 99.10% | 99.10% |
12.11.2024 | 3.83% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 100'036 | 100'036 | 25'680 CHF | 26'680 CHF | 98.74% | 98.74% |
11.11.2024 | 4.95% | 0.28 CHF | 0.29 CHF | 88'000 | 88'000 | 132'413 | 132'413 | 26'099 CHF | 27'423 CHF | 99.43% | 99.43% |