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 | 4.03% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 54'656 CHF | 56'906 CHF | 99.95% | 99.95% |
19.11.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 55'408 CHF | 57'658 CHF | 99.77% | 99.77% |
18.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 244'848 | 244'848 | 54'292 CHF | 56'741 CHF | 99.89% | 99.89% |
15.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'581 CHF | 57'081 CHF | 100.00% | 100.00% |
14.11.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'046 | 251'049 | 50'228 CHF | 52'739 CHF | 99.63% | 99.63% |
13.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 279'606 | 279'607 | 52'392 CHF | 55'188 CHF | 99.59% | 99.59% |
12.11.2024 | 5.79% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 307'727 | 307'726 | 51'579 CHF | 54'656 CHF | 99.81% | 99.81% |
11.11.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 284'854 | 284'873 | 53'216 CHF | 56'068 CHF | 6.11% | 6.11% |
08.11.2024 | 4.92% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'410 | 257'408 | 51'005 CHF | 53'578 CHF | 99.86% | 99.86% |
07.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 55'000 CHF | 57'500 CHF | 99.89% | 99.89% |