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 | 5.28% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 284'015 | 284'015 | 52'437 CHF | 55'277 CHF | 100.00% | 100.00% |
19.11.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 242'312 | 242'307 | 53'285 CHF | 55'707 CHF | 99.89% | 99.89% |
18.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 286'733 | 286'730 | 53'016 CHF | 55'883 CHF | 99.91% | 99.91% |
15.11.2024 | 6.11% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 328'974 | 328'975 | 52'154 CHF | 55'444 CHF | 100.00% | 100.00% |
14.11.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 300'000 | 300'000 | 314'345 | 314'346 | 51'280 CHF | 54'424 CHF | 100.00% | 100.00% |
13.11.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'254 | 250'254 | 52'215 CHF | 54'718 CHF | 100.00% | 100.00% |
12.11.2024 | 5.82% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 311'608 | 311'609 | 51'956 CHF | 55'072 CHF | 99.66% | 99.66% |
11.11.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 375'943 | 375'949 | 52'025 CHF | 55'785 CHF | 99.87% | 99.87% |
08.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 259'908 | 259'908 | 51'564 CHF | 54'163 CHF | 100.00% | 100.00% |
07.11.2024 | 4.13% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 214'948 | 214'947 | 50'897 CHF | 53'046 CHF | 99.90% | 99.90% |