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 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 293'674 | 293'674 | 53'579 CHF | 56'515 CHF | 100.00% | 100.00% |
19.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 260'406 | 260'406 | 50'753 CHF | 53'357 CHF | 99.89% | 99.89% |
18.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 291'679 | 291'679 | 53'233 CHF | 56'150 CHF | 99.90% | 99.90% |
15.11.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 260'543 | 260'542 | 50'918 CHF | 53'524 CHF | 100.00% | 100.00% |
14.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'761 | 250'744 | 51'367 CHF | 53'871 CHF | 100.00% | 100.00% |
13.11.2024 | 4.96% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 263'578 | 263'578 | 51'780 CHF | 54'415 CHF | 100.00% | 100.00% |
12.11.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 296'634 | 296'634 | 53'758 CHF | 56'725 CHF | 99.66% | 99.66% |
11.11.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'082 | 299'082 | 52'993 CHF | 55'984 CHF | 99.85% | 99.85% |
08.11.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 298'304 | 298'304 | 53'810 CHF | 56'793 CHF | 100.00% | 100.00% |
07.11.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'012 CHF | 56'012 CHF | 99.86% | 99.86% |