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 | 4.15% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'035 | 226'035 | 53'348 CHF | 55'608 CHF | 100.00% | 100.00% |
19.11.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 247'762 | 247'762 | 53'296 CHF | 55'774 CHF | 99.30% | 99.30% |
18.11.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 245'190 | 245'188 | 54'372 CHF | 56'824 CHF | 99.91% | 99.91% |
15.11.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 227'025 | 227'025 | 52'834 CHF | 55'104 CHF | 100.00% | 100.00% |
14.11.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 240'900 | 240'900 | 53'600 CHF | 56'009 CHF | 100.00% | 100.00% |
13.11.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'176 CHF | 55'676 CHF | 100.00% | 100.00% |
12.11.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 228'561 | 228'561 | 52'301 CHF | 54'586 CHF | 99.61% | 99.61% |
11.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'510 CHF | 54'510 CHF | 99.91% | 99.91% |
08.11.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'301 CHF | 54'301 CHF | 100.00% | 100.00% |
07.11.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'919 CHF | 54'919 CHF | 99.89% | 99.89% |