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 | 4.76% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 256'265 | 256'265 | 52'510 CHF | 55'073 CHF | 99.22% | 99.22% |
19.11.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 255'426 | 255'426 | 52'110 CHF | 54'664 CHF | 95.69% | 95.69% |
18.11.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'675 | 267'675 | 51'672 CHF | 54'349 CHF | 99.12% | 99.12% |
15.11.2024 | 5.37% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 291'065 | 291'065 | 52'773 CHF | 55'684 CHF | 99.47% | 99.47% |
14.11.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'338 | 251'338 | 50'545 CHF | 53'058 CHF | 99.02% | 99.02% |
13.11.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 235'704 | 235'699 | 46'346 CHF | 48'702 CHF | 99.41% | 99.41% |
12.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 126'502 | 126'502 | 25'327 CHF | 26'592 CHF | 98.78% | 98.78% |
11.11.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 137'913 | 137'913 | 26'585 CHF | 27'964 CHF | 99.22% | 99.22% |
08.11.2024 | 5.91% | 0.19 CHF | 0.20 CHF | 138'000 | 138'000 | 158'998 | 158'998 | 26'124 CHF | 27'714 CHF | 99.45% | 99.45% |
07.11.2024 | 5.46% | 0.15 CHF | 0.16 CHF | 163'000 | 163'000 | 148'911 | 148'911 | 26'558 CHF | 28'047 CHF | 99.31% | 99.31% |