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 | 3.97% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 209'508 | 209'508 | 51'655 CHF | 53'750 CHF | 100.00% | 100.00% |
19.11.2024 | 3.91% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 205'960 | 205'960 | 51'686 CHF | 53'745 CHF | 99.64% | 99.64% |
18.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 234'996 | 234'996 | 53'216 CHF | 55'566 CHF | 99.91% | 99.91% |
15.11.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'780 | 225'780 | 52'785 CHF | 55'042 CHF | 100.00% | 100.00% |
14.11.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 217'153 | 217'153 | 52'106 CHF | 54'278 CHF | 100.00% | 100.00% |
13.11.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 175'000 | 175'000 | 195'652 | 195'652 | 53'067 CHF | 55'023 CHF | 100.00% | 100.00% |
12.11.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 209'707 | 209'707 | 51'856 CHF | 53'953 CHF | 99.69% | 99.69% |
11.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 207'291 | 207'291 | 52'420 CHF | 54'493 CHF | 99.91% | 99.91% |
08.11.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'489 | 199'489 | 53'322 CHF | 55'317 CHF | 100.00% | 100.00% |
07.11.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 187'573 | 187'573 | 53'006 CHF | 54'882 CHF | 99.91% | 99.91% |