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 | 4.61% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'954 | 250'954 | 53'233 CHF | 55'743 CHF | 100.00% | 100.00% |
19.11.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 263'010 | 263'010 | 51'529 CHF | 54'159 CHF | 99.86% | 99.86% |
18.11.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 244'017 | 244'017 | 53'875 CHF | 56'315 CHF | 99.87% | 99.87% |
15.11.2024 | 3.79% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'255 | 200'255 | 51'921 CHF | 53'924 CHF | 100.00% | 100.00% |
14.11.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'218 | 201'218 | 52'535 CHF | 54'547 CHF | 100.00% | 100.00% |
13.11.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 238'707 | 238'707 | 52'826 CHF | 55'213 CHF | 100.00% | 100.00% |
12.11.2024 | 3.85% | 0.21 CHF | 0.22 CHF | 225'000 | 225'000 | 203'470 | 203'470 | 51'866 CHF | 53'901 CHF | 99.66% | 99.66% |
11.11.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 179'788 | 179'788 | 52'805 CHF | 54'603 CHF | 99.88% | 99.88% |
08.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 219'224 | 219'222 | 52'447 CHF | 54'639 CHF | 100.00% | 100.00% |
07.11.2024 | 4.49% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 243'789 | 243'789 | 53'153 CHF | 55'591 CHF | 99.81% | 99.81% |