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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'219 | 249'219 | 54'111 CHF | 56'603 CHF | 99.37% | 99.37% |
20.11.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'856 | 202'856 | 51'413 CHF | 53'442 CHF | 99.39% | 99.39% |
19.11.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 201'431 | 201'431 | 53'165 CHF | 55'179 CHF | 99.27% | 99.27% |
18.11.2024 | 3.35% | 0.27 CHF | 0.28 CHF | 175'000 | 175'000 | 181'289 | 181'289 | 53'237 CHF | 55'050 CHF | 99.28% | 99.28% |
15.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 169'405 | 169'405 | 55'067 CHF | 56'761 CHF | 99.39% | 99.39% |
14.11.2024 | 2.30% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 132'367 | 132'367 | 57'035 CHF | 58'359 CHF | 99.36% | 99.36% |
13.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 116'462 | 116'462 | 57'186 CHF | 58'351 CHF | 99.38% | 99.38% |
12.11.2024 | 1.82% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'493 CHF | 55'493 CHF | 99.05% | 99.05% |
11.11.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'129 CHF | 61'129 CHF | 99.21% | 99.21% |
08.11.2024 | 1.94% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 110'644 | 110'644 | 56'529 CHF | 57'635 CHF | 99.39% | 99.39% |