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 | 4.81% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'775 | 256'775 | 52'148 CHF | 54'716 CHF | 100.00% | 100.00% |
19.11.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'368 | 319'373 | 51'782 CHF | 54'976 CHF | 99.90% | 99.90% |
18.11.2024 | 5.12% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 275'546 | 275'546 | 52'422 CHF | 55'177 CHF | 99.90% | 99.90% |
15.11.2024 | 4.37% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 238'474 | 238'474 | 53'342 CHF | 55'727 CHF | 100.00% | 100.00% |
14.11.2024 | 3.52% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 185'434 | 185'435 | 51'766 CHF | 53'621 CHF | 100.00% | 100.00% |
13.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 225'000 | 225'000 | 196'778 | 196'776 | 53'653 CHF | 55'621 CHF | 100.00% | 100.00% |
12.11.2024 | 2.19% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 122'163 | 122'163 | 55'304 CHF | 56'525 CHF | 99.67% | 99.67% |
11.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'071 | 100'071 | 52'855 CHF | 53'856 CHF | 99.90% | 99.90% |
08.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 132'151 | 132'151 | 54'348 CHF | 55'670 CHF | 100.00% | 100.00% |
07.11.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 112'191 | 112'191 | 54'413 CHF | 55'535 CHF | 99.90% | 99.90% |