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 | 4.64% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'702 CHF | 55'202 CHF | 100.00% | 100.00% |
19.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'170 CHF | 53'670 CHF | 99.88% | 99.88% |
18.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'000 CHF | 52'500 CHF | 99.84% | 99.84% |
15.11.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'764 | 251'764 | 50'196 CHF | 52'714 CHF | 100.00% | 100.00% |
14.11.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 264'017 | 264'017 | 51'401 CHF | 54'041 CHF | 100.00% | 100.00% |
13.11.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'392 | 251'392 | 50'183 CHF | 52'697 CHF | 100.00% | 100.00% |
12.11.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 52'250 CHF | 55'000 CHF | 99.69% | 99.69% |
11.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 297'444 | 297'444 | 53'655 CHF | 56'630 CHF | 99.84% | 99.84% |
08.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 276'198 | 276'199 | 52'365 CHF | 55'127 CHF | 100.00% | 100.00% |
07.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'535 | 298'535 | 53'882 CHF | 56'868 CHF | 99.90% | 99.90% |