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 | 3.63% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'116 CHF | 56'116 CHF | 99.38% | 99.38% |
19.11.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'403 | 200'403 | 50'843 CHF | 52'847 CHF | 99.25% | 99.25% |
18.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'894 CHF | 56'144 CHF | 99.30% | 99.30% |
15.11.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 54'000 CHF | 56'250 CHF | 99.39% | 99.39% |
14.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 217'833 | 217'833 | 52'871 CHF | 55'049 CHF | 99.36% | 99.36% |
13.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 218'790 | 218'790 | 53'029 CHF | 55'217 CHF | 99.37% | 99.37% |
12.11.2024 | 4.38% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 241'402 | 241'402 | 53'920 CHF | 56'334 CHF | 99.07% | 99.07% |
11.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 232'432 | 232'432 | 52'772 CHF | 55'096 CHF | 99.24% | 99.24% |
08.11.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 228'841 | 228'841 | 52'254 CHF | 54'543 CHF | 99.38% | 99.38% |
07.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 245'761 | 245'761 | 54'062 CHF | 56'520 CHF | 99.28% | 99.28% |