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 | 5.54% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 210'643 | 129'422 | 53'442 CHF | 34'746 CHF | 99.36% | 99.36% |
19.11.2024 | 5.44% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 211'824 | 129'662 | 52'369 CHF | 33'338 CHF | 98.54% | 98.54% |
18.11.2024 | 4.53% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 192'164 | 129'166 | 55'955 CHF | 39'115 CHF | 98.70% | 98.70% |
15.11.2024 | 3.89% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 198'382 | 130'399 | 54'844 CHF | 37'497 CHF | 95.99% | 95.99% |
14.11.2024 | 3.59% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 181'526 | 129'500 | 56'750 CHF | 41'711 CHF | 99.02% | 99.02% |
13.11.2024 | 3.52% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 195'539 | 134'052 | 57'461 CHF | 40'974 CHF | 89.98% | 89.98% |
12.11.2024 | 3.76% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 192'112 | 130'463 | 56'671 CHF | 39'959 CHF | 95.91% | 95.91% |
11.11.2024 | 4.78% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 213'121 | 129'324 | 54'936 CHF | 35'619 CHF | 99.23% | 99.23% |
08.11.2024 | 5.85% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'657 | 129'675 | 50'994 CHF | 28'329 CHF | 98.52% | 98.52% |
07.11.2024 | 5.07% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 243'072 | 130'552 | 51'040 CHF | 28'937 CHF | 97.21% | 97.21% |