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 | 5.82% | 0.19 CHF | 0.20 CHF | 270'000 | 250'000 | 266'179 | 129'427 | 51'077 CHF | 26'502 CHF | 99.35% | 99.35% |
19.11.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 300'000 | 250'000 | 275'302 | 129'667 | 50'964 CHF | 25'001 CHF | 98.53% | 98.53% |
18.11.2024 | 5.41% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 226'390 | 129'170 | 51'727 CHF | 30'915 CHF | 98.69% | 98.69% |
15.11.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 238'443 | 130'403 | 51'206 CHF | 29'415 CHF | 95.98% | 95.98% |
14.11.2024 | 5.33% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 210'789 | 129'504 | 52'297 CHF | 33'538 CHF | 99.01% | 99.01% |
13.11.2024 | 4.60% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 227'076 | 134'832 | 52'750 CHF | 32'978 CHF | 88.81% | 88.81% |
12.11.2024 | 5.17% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 225'563 | 130'464 | 52'351 CHF | 31'899 CHF | 95.91% | 95.91% |
11.11.2024 | 6.16% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 268'017 | 129'329 | 51'760 CHF | 27'482 CHF | 99.22% | 99.22% |
08.11.2024 | 8.23% | 0.16 CHF | 0.17 CHF | 320'000 | 250'000 | 355'958 | 129'672 | 50'582 CHF | 20'417 CHF | 98.54% | 98.54% |
07.11.2024 | 8.04% | 0.15 CHF | 0.16 CHF | 340'000 | 250'000 | 343'446 | 130'556 | 50'872 CHF | 21'045 CHF | 97.20% | 97.20% |