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 | 4.43% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 242'165 | 242'165 | 53'432 CHF | 55'854 CHF | 100.00% | 100.00% |
19.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'112 | 203'112 | 51'324 CHF | 53'355 CHF | 99.87% | 99.87% |
18.11.2024 | 4.14% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 226'108 | 226'108 | 53'489 CHF | 55'751 CHF | 99.90% | 99.90% |
15.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 231'029 | 231'029 | 52'822 CHF | 55'132 CHF | 100.00% | 100.00% |
14.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'439 | 249'439 | 52'722 CHF | 55'217 CHF | 100.00% | 100.00% |
13.11.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 241'228 | 241'228 | 53'055 CHF | 55'467 CHF | 100.00% | 100.00% |
12.11.2024 | 6.35% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 348'076 | 348'076 | 53'122 CHF | 56'603 CHF | 99.67% | 99.67% |
11.11.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'846 | 373'846 | 52'505 CHF | 56'243 CHF | 99.88% | 99.88% |
08.11.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'782 | 299'782 | 52'872 CHF | 55'870 CHF | 100.00% | 100.00% |
07.11.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 334'196 | 334'196 | 52'348 CHF | 55'690 CHF | 99.89% | 99.89% |