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 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'897 CHF | 54'897 CHF | 100.00% | 100.00% |
19.11.2024 | 4.20% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 227'102 | 227'102 | 52'964 CHF | 55'235 CHF | 99.91% | 99.91% |
18.11.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 210'546 | 210'546 | 51'762 CHF | 53'868 CHF | 99.91% | 99.91% |
15.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 196'353 | 196'353 | 53'130 CHF | 55'094 CHF | 100.00% | 100.00% |
14.11.2024 | 3.90% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 210'006 | 210'006 | 52'894 CHF | 54'994 CHF | 100.00% | 100.00% |
13.11.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 223'643 | 223'643 | 52'658 CHF | 54'894 CHF | 100.00% | 100.00% |
12.11.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'169 | 200'169 | 52'113 CHF | 54'114 CHF | 99.69% | 99.69% |
11.11.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'456 CHF | 56'206 CHF | 99.89% | 99.89% |
08.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'439 CHF | 55'189 CHF | 100.00% | 100.00% |
07.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'549 CHF | 55'299 CHF | 99.91% | 99.91% |