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 | 4.74% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 199'598 | 199'598 | 41'285 CHF | 43'281 CHF | 99.48% | 99.48% |
19.11.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 205'000 | 205'000 | 203'401 | 203'401 | 50'250 CHF | 52'284 CHF | 99.41% | 99.41% |
18.11.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 199'174 | 199'174 | 38'133 CHF | 40'125 CHF | 99.89% | 99.89% |
15.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 41'940 CHF | 43'932 CHF | 100.00% | 100.00% |
14.11.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 201'618 | 201'618 | 49'392 CHF | 51'408 CHF | 98.60% | 98.60% |
13.11.2024 | 3.69% | 0.31 CHF | 0.32 CHF | 205'000 | 205'000 | 203'638 | 203'638 | 54'525 CHF | 56'561 CHF | 100.00% | 100.00% |
12.11.2024 | 4.45% | 0.26 CHF | 0.27 CHF | 205'000 | 205'000 | 199'775 | 199'775 | 44'121 CHF | 46'119 CHF | 99.88% | 99.88% |
11.11.2024 | 4.28% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 199'744 | 199'744 | 45'918 CHF | 47'915 CHF | 100.00% | 100.00% |
08.11.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 205'000 | 205'000 | 203'525 | 203'525 | 59'061 CHF | 61'096 CHF | 98.50% | 98.50% |
07.11.2024 | 5.33% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 195'144 | 195'144 | 35'908 CHF | 37'859 CHF | 100.00% | 100.00% |