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 | 5.25% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 281'718 | 281'718 | 52'270 CHF | 55'087 CHF | 99.38% | 99.38% |
19.11.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 308'283 | 308'279 | 51'713 CHF | 54'796 CHF | 99.29% | 99.29% |
18.11.2024 | 4.72% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 254'867 | 254'867 | 52'721 CHF | 55'270 CHF | 99.27% | 99.27% |
15.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 252'035 | 252'035 | 52'836 CHF | 55'356 CHF | 99.38% | 99.38% |
14.11.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 262'187 | 262'187 | 52'907 CHF | 55'529 CHF | 99.38% | 99.38% |
13.11.2024 | 5.95% | 0.18 CHF | 0.19 CHF | 325'000 | 325'000 | 318'744 | 318'744 | 51'967 CHF | 55'154 CHF | 99.39% | 99.39% |
12.11.2024 | 5.97% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 320'465 | 320'463 | 52'031 CHF | 55'235 CHF | 99.06% | 99.06% |
11.11.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'049 | 176'049 | 54'597 CHF | 56'357 CHF | 99.29% | 99.29% |
08.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 173'998 | 173'998 | 53'828 CHF | 55'568 CHF | 99.38% | 99.38% |
07.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 149'447 | 149'447 | 54'674 CHF | 56'169 CHF | 99.26% | 99.26% |