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 | 5.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'029 CHF | 56'029 CHF | 99.97% | 99.97% |
19.11.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 286'167 | 286'170 | 52'922 CHF | 55'784 CHF | 99.82% | 99.82% |
18.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 292'900 | 292'900 | 52'845 CHF | 55'774 CHF | 99.88% | 99.88% |
15.11.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 289'262 | 289'262 | 53'232 CHF | 56'124 CHF | 100.00% | 100.00% |
14.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 272'597 | 272'598 | 51'973 CHF | 54'700 CHF | 99.66% | 99.66% |
13.11.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 253'478 | 253'479 | 50'852 CHF | 53'387 CHF | 99.97% | 99.97% |
12.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'252 | 249'251 | 53'368 CHF | 55'861 CHF | 99.78% | 99.78% |
11.11.2024 | 5.61% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 298'969 | 298'971 | 51'802 CHF | 54'792 CHF | 99.80% | 99.80% |
08.11.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 297'025 | 297'024 | 52'623 CHF | 55'593 CHF | 99.81% | 99.81% |
07.11.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 292'533 | 292'534 | 53'489 CHF | 56'415 CHF | 99.88% | 99.88% |