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 | 4.22% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 229'341 | 229'341 | 53'142 CHF | 55'435 CHF | 99.37% | 99.37% |
19.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'835 CHF | 55'335 CHF | 88.35% | 88.35% |
18.11.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 266'341 | 266'341 | 51'526 CHF | 54'190 CHF | 99.28% | 99.28% |
15.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 268'346 | 268'346 | 51'847 CHF | 54'531 CHF | 99.38% | 99.38% |
14.11.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 253'649 | 253'649 | 50'396 CHF | 52'933 CHF | 99.32% | 99.32% |
13.11.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 287'661 | 287'661 | 52'587 CHF | 55'463 CHF | 99.36% | 99.36% |
12.11.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'116 CHF | 55'116 CHF | 99.08% | 99.08% |
11.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'360 | 202'360 | 51'090 CHF | 53'113 CHF | 99.22% | 99.22% |
08.11.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'676 CHF | 57'676 CHF | 99.39% | 99.39% |
07.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 194'757 | 194'757 | 54'648 CHF | 56'596 CHF | 99.27% | 99.27% |