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 | 7.37% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'390 | 398'390 | 52'069 CHF | 56'053 CHF | 99.37% | 99.37% |
19.11.2024 | 7.03% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 379'424 | 379'424 | 52'113 CHF | 55'907 CHF | 96.20% | 96.20% |
18.11.2024 | 6.03% | 0.14 CHF | 0.15 CHF | 325'000 | 325'000 | 322'675 | 322'675 | 51'885 CHF | 55'112 CHF | 99.26% | 99.26% |
15.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 281'424 | 281'424 | 52'482 CHF | 55'296 CHF | 99.38% | 99.38% |
14.11.2024 | 3.60% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 198'134 | 198'134 | 54'289 CHF | 56'270 CHF | 99.35% | 99.35% |
13.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 167'447 | 167'448 | 55'243 CHF | 56'917 CHF | 99.38% | 99.38% |
12.11.2024 | 2.62% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 145'535 | 145'535 | 54'788 CHF | 56'244 CHF | 99.09% | 99.09% |
11.11.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'436 | 125'436 | 53'835 CHF | 55'090 CHF | 99.23% | 99.23% |
08.11.2024 | 2.82% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 159'853 | 159'853 | 55'800 CHF | 57'399 CHF | 99.38% | 99.38% |
07.11.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 259'059 | 259'059 | 52'028 CHF | 54'619 CHF | 99.26% | 99.26% |