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 | 4.80% | 0.21 CHF | 0.22 CHF | 320'000 | 320'000 | 142'020 | 142'020 | 30'028 CHF | 31'455 CHF | 99.89% | 99.89% |
19.11.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 330'000 | 330'000 | 146'724 | 146'724 | 29'976 CHF | 31'450 CHF | 99.94% | 99.94% |
18.11.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 310'000 | 310'000 | 113'966 | 113'966 | 24'545 CHF | 25'690 CHF | 99.89% | 99.89% |
15.11.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 310'000 | 310'000 | 138'841 | 138'841 | 30'486 CHF | 31'888 CHF | 99.90% | 99.90% |
14.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 123'542 | 123'542 | 30'893 CHF | 32'134 CHF | 100.00% | 100.00% |
13.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 280'000 | 280'000 | 122'012 | 122'012 | 31'439 CHF | 32'665 CHF | 100.00% | 100.00% |
12.11.2024 | 3.38% | 0.28 CHF | 0.28 CHF | 260'000 | 260'000 | 113'044 | 113'044 | 33'592 CHF | 34'728 CHF | 99.94% | 99.94% |
11.11.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 112'555 | 112'555 | 35'517 CHF | 36'647 CHF | 99.89% | 99.89% |
08.11.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 240'000 | 240'000 | 104'302 | 104'302 | 33'419 CHF | 34'488 CHF | 98.87% | 98.87% |
07.11.2024 | 3.37% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 113'857 | 113'857 | 34'752 CHF | 35'895 CHF | 99.63% | 99.63% |