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 | 4.28% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 229'216 | 229'216 | 52'412 CHF | 54'704 CHF | 99.38% | 99.38% |
19.11.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 230'254 | 230'254 | 52'832 CHF | 55'134 CHF | 99.28% | 99.28% |
18.11.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 258'221 | 258'221 | 51'081 CHF | 53'663 CHF | 99.28% | 99.28% |
15.11.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 282'419 | 282'419 | 52'581 CHF | 55'406 CHF | 99.39% | 99.39% |
14.11.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'694 | 250'694 | 51'514 CHF | 54'021 CHF | 99.34% | 99.34% |
13.11.2024 | 4.91% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 263'083 | 263'083 | 52'246 CHF | 54'876 CHF | 99.37% | 99.37% |
12.11.2024 | 5.88% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 317'455 | 317'455 | 52'407 CHF | 55'582 CHF | 99.09% | 99.09% |
11.11.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'579 | 398'579 | 51'883 CHF | 55'869 CHF | 99.29% | 99.29% |
08.11.2024 | 7.52% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 409'219 | 409'219 | 52'390 CHF | 56'482 CHF | 99.39% | 99.39% |
07.11.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 487'658 | 447'379 | 51'047 CHF | 51'861 CHF | 99.27% | 99.27% |