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 | 5.04% | 0.97 CHF | 1.00 CHF | 200'000 | 200'000 | 82'611 | 74'751 | 83'504 CHF | 78'510 CHF | 99.64% | 99.64% |
19.11.2024 | 5.22% | 1.00 CHF | 1.03 CHF | 200'000 | 200'000 | 85'461 | 74'749 | 85'208 CHF | 77'762 CHF | 99.64% | 99.64% |
18.11.2024 | 5.45% | 1.07 CHF | 1.10 CHF | 300'000 | 300'000 | 112'243 | 112'243 | 112'684 CHF | 117'459 CHF | 99.44% | 99.44% |
15.11.2024 | 5.29% | 0.92 CHF | 0.95 CHF | 200'000 | 200'000 | 87'245 | 74'752 | 84'288 CHF | 75'134 CHF | 99.64% | 99.64% |
14.11.2024 | 4.72% | 1.07 CHF | 1.10 CHF | 200'000 | 200'000 | 82'543 | 74'713 | 90'864 CHF | 85'384 CHF | 99.61% | 99.61% |
13.11.2024 | 7.13% | 1.16 CHF | 1.21 CHF | 200'000 | 200'000 | 83'398 | 75'756 | 100'301 CHF | 96'490 CHF | 96.84% | 96.84% |
12.11.2024 | 6.43% | 1.27 CHF | 1.32 CHF | 200'000 | 200'000 | 74'891 | 74'891 | 99'748 CHF | 105'056 CHF | 99.24% | 99.24% |
11.11.2024 | 6.12% | 1.41 CHF | 1.46 CHF | 200'000 | 200'000 | 74'751 | 74'751 | 104'793 CHF | 110'096 CHF | 99.63% | 99.63% |
08.11.2024 | 5.72% | 1.52 CHF | 1.57 CHF | 200'000 | 200'000 | 74'746 | 74'746 | 113'665 CHF | 118'968 CHF | 99.63% | 99.63% |
07.11.2024 | 6.29% | 1.47 CHF | 1.52 CHF | 200'000 | 200'000 | 74'747 | 74'747 | 106'508 CHF | 111'811 CHF | 99.63% | 99.63% |