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 | 4.84% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 255'761 | 255'760 | 51'607 CHF | 54'164 CHF | 100.00% | 100.00% |
19.11.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'606 | 247'606 | 53'513 CHF | 55'990 CHF | 99.89% | 99.89% |
18.11.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 267'602 | 267'602 | 52'177 CHF | 54'853 CHF | 99.90% | 99.90% |
15.11.2024 | 5.69% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 304'274 | 304'274 | 51'991 CHF | 55'034 CHF | 100.00% | 100.00% |
14.11.2024 | 6.36% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 344'452 | 344'452 | 52'407 CHF | 55'852 CHF | 100.00% | 100.00% |
13.11.2024 | 5.62% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'855 | 300'855 | 52'040 CHF | 55'048 CHF | 100.00% | 100.00% |
12.11.2024 | 7.24% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 390'998 | 390'998 | 52'090 CHF | 56'000 CHF | 99.72% | 99.72% |
11.11.2024 | 7.44% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 399'157 | 399'157 | 51'652 CHF | 55'644 CHF | 99.85% | 99.85% |
08.11.2024 | 7.68% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 414'299 | 414'299 | 51'945 CHF | 56'088 CHF | 100.00% | 100.00% |
07.11.2024 | 6.59% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 355'131 | 351'070 | 52'035 CHF | 55'282 CHF | 84.12% | 84.12% |