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 | 3.45% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 186'951 | 186'951 | 53'283 CHF | 55'152 CHF | 99.38% | 99.38% |
19.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'302 | 201'302 | 54'993 CHF | 57'006 CHF | 99.28% | 99.28% |
18.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 233'373 | 233'373 | 52'864 CHF | 55'198 CHF | 99.28% | 99.28% |
15.11.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 230'299 | 230'298 | 53'414 CHF | 55'717 CHF | 99.39% | 99.39% |
14.11.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 228'613 | 228'613 | 52'685 CHF | 54'971 CHF | 99.39% | 99.39% |
13.11.2024 | 4.35% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 236'914 | 236'914 | 53'252 CHF | 55'621 CHF | 99.39% | 99.39% |
12.11.2024 | 5.21% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 281'725 | 281'725 | 52'653 CHF | 55'470 CHF | 99.05% | 99.05% |
11.11.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'837 | 301'838 | 51'807 CHF | 54'826 CHF | 99.27% | 99.27% |
08.11.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 296'054 | 296'054 | 53'236 CHF | 56'196 CHF | 99.38% | 99.38% |
07.11.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 311'038 | 311'038 | 51'680 CHF | 54'790 CHF | 99.27% | 99.27% |