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 | 4.18% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 229'912 | 229'912 | 53'802 CHF | 56'101 CHF | 100.00% | 100.00% |
19.11.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 244'277 | 244'278 | 53'611 CHF | 56'053 CHF | 99.56% | 99.56% |
18.11.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'696 CHF | 52'696 CHF | 99.94% | 99.94% |
15.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 214'424 | 214'424 | 52'141 CHF | 54'286 CHF | 100.00% | 100.00% |
14.11.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 244'750 | 244'750 | 53'060 CHF | 55'508 CHF | 100.00% | 100.00% |
13.11.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 254'036 | 254'036 | 52'274 CHF | 54'814 CHF | 100.00% | 100.00% |
12.11.2024 | 4.44% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 244'177 | 244'177 | 53'803 CHF | 56'244 CHF | 99.98% | 99.98% |
11.11.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'614 | 226'614 | 53'208 CHF | 55'475 CHF | 100.00% | 100.00% |
08.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 246'267 | 246'267 | 53'615 CHF | 56'078 CHF | 98.94% | 98.94% |
07.11.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 204'477 | 204'477 | 50'760 CHF | 52'805 CHF | 85.85% | 85.85% |