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% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 219'567 | 219'567 | 52'305 CHF | 54'500 CHF | 99.39% | 99.39% |
19.11.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 223'573 | 223'573 | 53'314 CHF | 55'550 CHF | 98.92% | 98.92% |
18.11.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 241'665 | 241'665 | 53'780 CHF | 56'197 CHF | 99.27% | 99.27% |
15.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 229'459 | 229'459 | 52'358 CHF | 54'653 CHF | 99.37% | 99.37% |
14.11.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'044 | 207'044 | 52'518 CHF | 54'588 CHF | 99.38% | 99.38% |
13.11.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'140 | 200'140 | 53'510 CHF | 55'511 CHF | 99.37% | 99.37% |
12.11.2024 | 4.32% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 238'909 | 238'909 | 54'125 CHF | 56'514 CHF | 99.09% | 99.09% |
11.11.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'125 CHF | 55'625 CHF | 99.24% | 99.24% |
08.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 240'587 | 240'588 | 53'509 CHF | 55'915 CHF | 99.38% | 99.38% |
07.11.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 231'234 | 231'234 | 53'295 CHF | 55'607 CHF | 99.25% | 99.25% |