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 | 4.97% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 265'025 | 265'025 | 52'111 CHF | 54'761 CHF | 100.00% | 100.00% |
19.11.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'371 | 301'371 | 51'880 CHF | 54'894 CHF | 99.87% | 99.87% |
18.11.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 248'420 | 248'420 | 52'695 CHF | 55'179 CHF | 99.91% | 99.91% |
15.11.2024 | 3.62% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 193'744 | 193'744 | 52'574 CHF | 54'512 CHF | 100.00% | 100.00% |
14.11.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'070 | 198'070 | 54'989 CHF | 56'970 CHF | 100.00% | 100.00% |
13.11.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 236'945 | 236'945 | 52'381 CHF | 54'751 CHF | 100.00% | 100.00% |
12.11.2024 | 3.62% | 0.21 CHF | 0.22 CHF | 225'000 | 225'000 | 196'141 | 196'141 | 53'192 CHF | 55'153 CHF | 99.68% | 99.68% |
11.11.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 167'002 | 167'002 | 55'154 CHF | 56'824 CHF | 99.91% | 99.91% |
08.11.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'869 | 207'869 | 52'309 CHF | 54'388 CHF | 100.00% | 100.00% |
07.11.2024 | 4.41% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 236'454 | 236'454 | 52'500 CHF | 54'865 CHF | 99.90% | 99.90% |