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 | 4.17% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 225'612 | 225'612 | 52'940 CHF | 55'196 CHF | 99.49% | 99.49% |
19.11.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 257'301 | 257'304 | 50'757 CHF | 53'331 CHF | 98.51% | 98.51% |
18.11.2024 | 4.11% | 0.21 CHF | 0.22 CHF | 225'000 | 225'000 | 220'721 | 220'721 | 52'560 CHF | 54'767 CHF | 99.33% | 99.33% |
15.11.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 219'336 | 219'335 | 52'988 CHF | 55'181 CHF | 99.41% | 99.41% |
14.11.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'766 | 224'766 | 52'062 CHF | 54'310 CHF | 99.37% | 99.37% |
13.11.2024 | 3.37% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 164'092 | 164'092 | 47'746 CHF | 49'387 CHF | 94.52% | 94.52% |
12.11.2024 | 4.19% | 0.27 CHF | 0.28 CHF | 113'000 | 113'000 | 113'056 | 113'057 | 26'464 CHF | 27'594 CHF | 98.62% | 98.62% |
11.11.2024 | 3.68% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 102'007 | 102'004 | 27'207 CHF | 28'226 CHF | 98.38% | 98.38% |
08.11.2024 | 2.83% | 0.31 CHF | 0.32 CHF | 88'000 | 88'000 | 77'499 | 77'499 | 26'980 CHF | 27'755 CHF | 99.47% | 99.47% |
07.11.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'537 CHF | 27'287 CHF | 99.01% | 99.01% |