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 | 4.34% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 238'670 | 238'670 | 53'767 CHF | 56'154 CHF | 100.00% | 100.00% |
19.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 278'406 | 278'406 | 52'316 CHF | 55'100 CHF | 99.90% | 99.90% |
18.11.2024 | 4.79% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 255'524 | 255'524 | 52'099 CHF | 54'654 CHF | 99.91% | 99.91% |
15.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 255'791 | 255'791 | 51'144 CHF | 53'702 CHF | 100.00% | 100.00% |
14.11.2024 | 5.14% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 279'721 | 279'720 | 52'964 CHF | 55'761 CHF | 100.00% | 100.00% |
13.11.2024 | 5.08% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 270'216 | 270'216 | 51'839 CHF | 54'541 CHF | 100.00% | 100.00% |
12.11.2024 | 3.99% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 212'306 | 212'306 | 52'135 CHF | 54'258 CHF | 99.60% | 99.60% |
11.11.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 195'275 | 195'275 | 53'538 CHF | 55'490 CHF | 99.82% | 99.82% |
08.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 197'250 | 197'250 | 53'873 CHF | 55'845 CHF | 100.00% | 100.00% |
07.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'523 | 175'523 | 54'374 CHF | 56'129 CHF | 99.86% | 99.86% |