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 | 5.31% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 287'901 | 287'901 | 52'791 CHF | 55'670 CHF | 100.00% | 100.00% |
19.11.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'484 | 301'481 | 51'598 CHF | 54'612 CHF | 99.86% | 99.86% |
18.11.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 274'760 | 274'760 | 52'140 CHF | 54'888 CHF | 99.90% | 99.90% |
15.11.2024 | 4.48% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 245'297 | 245'297 | 53'510 CHF | 55'963 CHF | 100.00% | 100.00% |
14.11.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'938 | 250'938 | 55'011 CHF | 57'521 CHF | 99.98% | 99.98% |
13.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 281'131 | 281'129 | 52'841 CHF | 55'652 CHF | 100.00% | 100.00% |
12.11.2024 | 4.56% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 247'204 | 247'204 | 52'996 CHF | 55'468 CHF | 99.70% | 99.70% |
11.11.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 213'851 | 213'851 | 52'333 CHF | 54'471 CHF | 99.91% | 99.91% |
08.11.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'814 | 251'814 | 51'692 CHF | 54'211 CHF | 100.00% | 100.00% |
07.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 278'962 | 278'962 | 52'506 CHF | 55'295 CHF | 99.81% | 99.81% |