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 | 4.46% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 244'083 | 244'083 | 53'546 CHF | 55'987 CHF | 99.80% | 99.80% |
19.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 238'296 | 238'296 | 53'348 CHF | 55'731 CHF | 99.71% | 99.71% |
18.11.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'154 CHF | 53'654 CHF | 99.70% | 99.70% |
15.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 266'305 | 266'305 | 51'725 CHF | 54'388 CHF | 99.81% | 99.81% |
14.11.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 252'580 | 252'580 | 51'465 CHF | 53'990 CHF | 99.80% | 99.80% |
13.11.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'143 CHF | 53'643 CHF | 99.80% | 99.80% |
12.11.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'987 CHF | 55'487 CHF | 99.49% | 99.49% |
11.11.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'285 | 253'284 | 51'249 CHF | 53'782 CHF | 99.71% | 99.71% |
08.11.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 266'818 | 266'818 | 51'585 CHF | 54'253 CHF | 99.81% | 99.81% |
07.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'156 | 298'156 | 53'656 CHF | 56'637 CHF | 95.67% | 95.67% |