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 | 4.11% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'179 | 225'179 | 53'656 CHF | 55'908 CHF | 99.81% | 99.81% |
19.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'005 | 237'004 | 53'082 CHF | 55'452 CHF | 99.72% | 99.72% |
18.11.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 202'074 | 202'074 | 50'771 CHF | 52'791 CHF | 99.70% | 99.70% |
15.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'895 CHF | 53'895 CHF | 99.80% | 99.80% |
14.11.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'668 | 200'668 | 54'414 CHF | 56'421 CHF | 99.80% | 99.80% |
13.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 235'022 | 235'022 | 52'940 CHF | 55'291 CHF | 99.81% | 99.81% |
12.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 245'292 | 245'292 | 54'453 CHF | 56'906 CHF | 99.49% | 99.49% |
11.11.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 255'331 | 255'330 | 51'531 CHF | 54'084 CHF | 99.71% | 99.71% |
08.11.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 322'059 | 322'060 | 51'871 CHF | 55'092 CHF | 99.80% | 99.80% |
07.11.2024 | 5.37% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 289'380 | 289'380 | 52'497 CHF | 55'391 CHF | 95.69% | 95.69% |