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 | 3.81% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 205'170 | 205'170 | 52'777 CHF | 54'829 CHF | 99.39% | 99.39% |
19.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 181'519 | 181'519 | 53'476 CHF | 55'291 CHF | 98.61% | 98.61% |
18.11.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'716 | 213'716 | 53'257 CHF | 55'394 CHF | 99.27% | 99.27% |
15.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'260 | 200'260 | 52'099 CHF | 54'102 CHF | 99.37% | 99.37% |
14.11.2024 | 3.62% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 194'218 | 194'218 | 52'693 CHF | 54'635 CHF | 99.33% | 99.33% |
13.11.2024 | 2.97% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 166'599 | 166'598 | 55'160 CHF | 56'825 CHF | 99.38% | 99.38% |
12.11.2024 | 3.09% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 168'461 | 168'461 | 53'648 CHF | 55'332 CHF | 99.04% | 99.04% |
11.11.2024 | 5.38% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 291'783 | 291'783 | 52'839 CHF | 55'757 CHF | 99.27% | 99.27% |
08.11.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 269'181 | 269'181 | 51'870 CHF | 54'562 CHF | 99.37% | 99.37% |
07.11.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 317'503 | 317'501 | 51'990 CHF | 55'165 CHF | 99.26% | 99.26% |