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 | 3.57% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 193'835 | 193'835 | 53'385 CHF | 55'323 CHF | 99.37% | 99.37% |
19.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'921 | 203'921 | 51'774 CHF | 53'813 CHF | 99.26% | 99.26% |
18.11.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'072 | 224'072 | 52'789 CHF | 55'030 CHF | 99.27% | 99.27% |
15.11.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 248'855 | 248'855 | 51'044 CHF | 53'532 CHF | 99.39% | 99.39% |
14.11.2024 | 3.71% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 197'529 | 197'528 | 52'297 CHF | 54'272 CHF | 99.35% | 99.35% |
13.11.2024 | 4.58% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 250'724 | 250'723 | 53'633 CHF | 56'140 CHF | 99.39% | 99.39% |
12.11.2024 | 7.06% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 383'745 | 383'745 | 52'514 CHF | 56'351 CHF | 99.09% | 99.09% |
11.11.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 383'109 | 383'109 | 52'060 CHF | 55'891 CHF | 99.27% | 99.27% |
08.11.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 365'570 | 365'570 | 52'669 CHF | 56'325 CHF | 99.39% | 99.39% |
07.11.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'515 | 453'519 | 51'222 CHF | 55'758 CHF | 99.26% | 99.26% |