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 | 4.71% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'803 | 249'803 | 51'843 CHF | 54'341 CHF | 100.00% | 100.00% |
19.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 227'485 | 227'485 | 52'019 CHF | 54'294 CHF | 99.91% | 99.91% |
18.11.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'389 | 249'389 | 53'031 CHF | 55'525 CHF | 99.89% | 99.89% |
15.11.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 235'352 | 235'352 | 53'228 CHF | 55'581 CHF | 100.00% | 100.00% |
14.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 217'819 | 217'820 | 52'213 CHF | 54'391 CHF | 100.00% | 100.00% |
13.11.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 230'290 | 230'292 | 52'959 CHF | 55'262 CHF | 100.00% | 100.00% |
12.11.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'192 | 250'192 | 51'581 CHF | 54'083 CHF | 99.61% | 99.61% |
11.11.2024 | 4.90% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'063 | 257'063 | 51'166 CHF | 53'736 CHF | 99.83% | 99.83% |
08.11.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'667 CHF | 54'167 CHF | 100.00% | 100.00% |
07.11.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 258'180 | 258'179 | 50'669 CHF | 53'251 CHF | 99.83% | 99.83% |