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 | 5.16% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 278'148 | 278'148 | 52'550 CHF | 55'331 CHF | 100.00% | 100.00% |
19.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 254'518 | 254'518 | 50'548 CHF | 53'093 CHF | 95.82% | 95.82% |
18.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 270'048 | 270'048 | 51'824 CHF | 54'525 CHF | 99.90% | 99.90% |
15.11.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 291'789 | 291'789 | 53'073 CHF | 55'991 CHF | 100.00% | 100.00% |
14.11.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 264'029 | 264'029 | 51'264 CHF | 53'904 CHF | 100.00% | 100.00% |
13.11.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'048 CHF | 53'548 CHF | 100.00% | 100.00% |
12.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 261'953 | 261'953 | 51'062 CHF | 53'681 CHF | 99.62% | 99.62% |
11.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'762 CHF | 55'762 CHF | 99.89% | 99.89% |
08.11.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 294'272 | 294'272 | 53'544 CHF | 56'487 CHF | 100.00% | 100.00% |
07.11.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 289'854 | 289'855 | 53'338 CHF | 56'237 CHF | 99.89% | 99.89% |