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 | 4.10% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 219'937 | 219'937 | 52'562 CHF | 54'761 CHF | 100.00% | 100.00% |
19.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'249 | 201'249 | 53'513 CHF | 55'525 CHF | 99.89% | 99.89% |
18.11.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 241'652 | 241'652 | 53'521 CHF | 55'937 CHF | 99.92% | 99.92% |
15.11.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'618 | 253'618 | 50'673 CHF | 53'209 CHF | 100.00% | 100.00% |
14.11.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 244'579 | 244'579 | 51'906 CHF | 54'352 CHF | 100.00% | 100.00% |
13.11.2024 | 3.62% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 199'452 | 199'452 | 54'159 CHF | 56'154 CHF | 100.00% | 100.00% |
12.11.2024 | 4.10% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 223'992 | 223'992 | 53'602 CHF | 55'842 CHF | 99.67% | 99.67% |
11.11.2024 | 5.93% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 318'658 | 318'658 | 52'194 CHF | 55'380 CHF | 99.90% | 99.90% |
08.11.2024 | 5.94% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 322'886 | 322'886 | 52'729 CHF | 55'958 CHF | 100.00% | 100.00% |
07.11.2024 | 8.02% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 428'331 | 428'330 | 51'293 CHF | 55'577 CHF | 99.88% | 99.88% |