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 | 4.40% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 111'210 CHF | 116'210 CHF | 100.00% | 100.00% |
19.11.2024 | - | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | - | 0.21 CHF | 0.23 CHF | 250'000 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 107'908 CHF | 112'908 CHF | 100.00% | 100.00% |
14.11.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 105'559 CHF | 110'559 CHF | 99.44% | 99.44% |
13.11.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 495'550 | 495'550 | 107'185 CHF | 112'140 CHF | 98.88% | 98.88% |
12.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 104'695 CHF | 109'695 CHF | 100.00% | 100.00% |
11.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 100'000 CHF | 105'000 CHF | 100.00% | 100.00% |
08.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 100'064 CHF | 105'064 CHF | 100.00% | 100.00% |
07.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 99'932 CHF | 104'932 CHF | 78.35% | 78.35% |