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 | 3.59% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'966 | 198'966 | 54'496 CHF | 56'486 CHF | 100.00% | 100.00% |
19.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 185'430 | 185'430 | 52'726 CHF | 54'580 CHF | 99.90% | 99.90% |
18.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 202'212 | 202'212 | 51'677 CHF | 53'700 CHF | 99.91% | 99.91% |
15.11.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 221'771 | 221'771 | 53'242 CHF | 55'460 CHF | 100.00% | 100.00% |
14.11.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 243'489 | 243'489 | 53'866 CHF | 56'300 CHF | 100.00% | 100.00% |
13.11.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 223'705 | 223'706 | 52'648 CHF | 54'885 CHF | 100.00% | 100.00% |
12.11.2024 | 4.72% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'631 | 250'632 | 51'895 CHF | 54'402 CHF | 99.70% | 99.70% |
11.11.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'587 | 299'587 | 52'022 CHF | 55'017 CHF | 99.85% | 99.85% |
08.11.2024 | 5.52% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 302'875 | 302'875 | 53'369 CHF | 56'398 CHF | 100.00% | 100.00% |
07.11.2024 | 6.63% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 359'850 | 359'850 | 52'440 CHF | 56'039 CHF | 99.91% | 99.91% |