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 | 4.90% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'149 | 257'149 | 51'179 CHF | 53'751 CHF | 100.00% | 100.00% |
19.11.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 270'507 | 270'507 | 51'990 CHF | 54'695 CHF | 99.89% | 99.89% |
18.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'341 | 249'341 | 53'386 CHF | 55'880 CHF | 99.89% | 99.89% |
15.11.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'259 | 225'259 | 52'173 CHF | 54'426 CHF | 100.00% | 100.00% |
14.11.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 232'815 | 232'815 | 52'219 CHF | 54'547 CHF | 99.96% | 99.96% |
13.11.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 279'148 | 279'148 | 52'664 CHF | 55'456 CHF | 100.00% | 100.00% |
12.11.2024 | 4.75% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 252'393 | 252'393 | 51'891 CHF | 54'415 CHF | 99.69% | 99.69% |
11.11.2024 | 3.74% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'503 CHF | 54'503 CHF | 99.91% | 99.91% |
08.11.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 195'142 | 195'142 | 52'557 CHF | 54'509 CHF | 100.00% | 100.00% |
07.11.2024 | 3.06% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 172'258 | 172'258 | 55'426 CHF | 57'149 CHF | 99.89% | 99.89% |