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 | 4.81% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 226'033 | 129'427 | 52'567 CHF | 31'721 CHF | 99.35% | 99.35% |
19.11.2024 | 5.25% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 226'578 | 129'668 | 51'072 CHF | 30'311 CHF | 98.53% | 98.53% |
18.11.2024 | 4.76% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 202'393 | 129'171 | 54'405 CHF | 36'192 CHF | 98.69% | 98.69% |
15.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 211'109 | 130'403 | 53'952 CHF | 34'703 CHF | 95.98% | 95.98% |
14.11.2024 | 4.00% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 191'401 | 129'504 | 55'567 CHF | 38'849 CHF | 99.01% | 99.01% |
13.11.2024 | 3.84% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 204'002 | 134'833 | 55'692 CHF | 38'415 CHF | 88.81% | 88.81% |
12.11.2024 | 4.39% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 201'960 | 130'465 | 55'054 CHF | 37'166 CHF | 95.91% | 95.91% |
11.11.2024 | 5.25% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 228'885 | 129'329 | 53'721 CHF | 32'737 CHF | 99.22% | 99.22% |
08.11.2024 | 6.54% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 277'603 | 129'672 | 50'530 CHF | 25'604 CHF | 98.54% | 98.54% |
07.11.2024 | 6.31% | 0.19 CHF | 0.20 CHF | 270'000 | 250'000 | 270'970 | 130'557 | 51'019 CHF | 26'268 CHF | 97.20% | 97.20% |