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 | 4.75% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'777 | 250'776 | 51'565 CHF | 54'072 CHF | 100.00% | 100.00% |
19.11.2024 | 4.73% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 251'885 | 251'881 | 52'033 CHF | 54'551 CHF | 99.25% | 99.25% |
18.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 235'957 | 235'957 | 53'852 CHF | 56'212 CHF | 99.88% | 99.88% |
15.11.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 229'748 | 229'756 | 52'873 CHF | 55'173 CHF | 100.00% | 100.00% |
14.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 236'776 | 236'776 | 52'810 CHF | 55'178 CHF | 100.00% | 100.00% |
13.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 263'064 | 263'065 | 51'234 CHF | 53'865 CHF | 100.00% | 100.00% |
12.11.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 248'178 | 248'178 | 52'818 CHF | 55'300 CHF | 99.67% | 99.67% |
11.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 252'608 | 252'608 | 52'887 CHF | 55'413 CHF | 99.91% | 99.91% |
08.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'023 | 251'023 | 50'968 CHF | 53'478 CHF | 100.00% | 100.00% |
07.11.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'066 | 265'066 | 51'622 CHF | 54'272 CHF | 99.91% | 99.91% |