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 | 3.88% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 205'293 | 205'293 | 51'844 CHF | 53'897 CHF | 99.38% | 99.38% |
19.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 224'821 | 224'821 | 52'793 CHF | 55'041 CHF | 99.27% | 99.27% |
18.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'666 | 197'666 | 53'212 CHF | 55'189 CHF | 99.26% | 99.26% |
15.11.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 197'145 | 197'145 | 53'814 CHF | 55'785 CHF | 99.38% | 99.38% |
14.11.2024 | 3.90% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 207'603 | 207'603 | 52'144 CHF | 54'220 CHF | 99.37% | 99.37% |
13.11.2024 | 3.57% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 193'381 | 193'381 | 53'146 CHF | 55'080 CHF | 99.36% | 99.36% |
12.11.2024 | 3.62% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 197'332 | 197'332 | 53'535 CHF | 55'508 CHF | 99.03% | 99.03% |
11.11.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'818 | 154'818 | 53'210 CHF | 54'758 CHF | 99.22% | 99.22% |
08.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 172'278 | 172'278 | 53'961 CHF | 55'684 CHF | 99.38% | 99.38% |
07.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 154'303 | 154'303 | 54'860 CHF | 56'403 CHF | 99.27% | 99.27% |