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 | 4.81% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'196 | 250'196 | 50'744 CHF | 53'246 CHF | 100.00% | 100.00% |
19.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 284'429 | 284'429 | 52'947 CHF | 55'791 CHF | 99.74% | 99.74% |
18.11.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 261'826 | 261'826 | 51'318 CHF | 53'937 CHF | 99.88% | 99.88% |
15.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 258'410 | 258'410 | 50'629 CHF | 53'214 CHF | 100.00% | 100.00% |
14.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 279'513 | 279'513 | 52'486 CHF | 55'281 CHF | 100.00% | 100.00% |
13.11.2024 | 5.20% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 275'963 | 275'963 | 51'646 CHF | 54'406 CHF | 100.00% | 100.00% |
12.11.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'809 | 249'809 | 52'955 CHF | 55'453 CHF | 99.69% | 99.69% |
11.11.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 232'500 | 232'500 | 52'923 CHF | 55'248 CHF | 99.84% | 99.84% |
08.11.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'630 | 237'628 | 53'589 CHF | 55'965 CHF | 100.00% | 100.00% |
07.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 212'122 | 212'122 | 51'936 CHF | 54'057 CHF | 99.82% | 99.82% |