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 | 5.00% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 221'015 | 221'015 | 43'122 CHF | 45'332 CHF | 99.45% | 99.45% |
19.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 227'602 | 227'602 | 41'293 CHF | 43'569 CHF | 99.67% | 99.67% |
18.11.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 219'092 | 219'092 | 44'589 CHF | 46'780 CHF | 99.89% | 99.89% |
15.11.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 44'338 CHF | 46'529 CHF | 100.00% | 100.00% |
14.11.2024 | 5.23% | 0.20 CHF | 0.21 CHF | 220'000 | 220'000 | 223'232 | 223'232 | 41'608 CHF | 43'841 CHF | 98.45% | 98.45% |
13.11.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 221'171 | 221'171 | 43'308 CHF | 45'519 CHF | 99.26% | 99.26% |
12.11.2024 | 4.91% | 0.17 CHF | 0.20 CHF | 230'000 | 230'000 | 219'141 | 219'141 | 43'607 CHF | 45'799 CHF | 83.91% | 99.88% |
11.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 51'433 CHF | 53'624 CHF | 100.00% | 100.00% |
08.11.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 47'344 CHF | 49'535 CHF | 99.03% | 99.03% |
07.11.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 220'000 | 220'000 | 219'080 | 219'080 | 51'951 CHF | 54'142 CHF | 98.59% | 98.59% |