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 | 5.58% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'239 | 301'239 | 52'563 CHF | 55'575 CHF | 100.00% | 100.00% |
19.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'540 | 301'540 | 51'577 CHF | 54'592 CHF | 99.91% | 99.91% |
18.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 287'031 | 287'031 | 52'687 CHF | 55'557 CHF | 99.90% | 99.90% |
15.11.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'518 | 257'518 | 51'820 CHF | 54'396 CHF | 100.00% | 100.00% |
14.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'346 CHF | 55'846 CHF | 100.00% | 100.00% |
13.11.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'261 | 250'261 | 50'262 CHF | 52'765 CHF | 100.00% | 100.00% |
12.11.2024 | 4.29% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 234'294 | 234'294 | 53'489 CHF | 55'832 CHF | 99.72% | 99.72% |
11.11.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'736 | 226'736 | 52'983 CHF | 55'250 CHF | 99.85% | 99.85% |
08.11.2024 | 4.02% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 214'825 | 214'825 | 52'369 CHF | 54'517 CHF | 100.00% | 100.00% |
07.11.2024 | 4.11% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 219'689 | 219'689 | 52'288 CHF | 54'485 CHF | 84.14% | 84.14% |