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 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'934 CHF | 54'934 CHF | 99.38% | 99.38% |
19.11.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'836 CHF | 54'836 CHF | 99.26% | 99.26% |
18.11.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 206'827 | 206'827 | 51'117 CHF | 53'185 CHF | 99.27% | 99.27% |
15.11.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 218'559 | 218'559 | 52'753 CHF | 54'938 CHF | 99.38% | 99.38% |
14.11.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'823 | 200'823 | 50'883 CHF | 52'892 CHF | 99.35% | 99.35% |
13.11.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 209'858 | 209'858 | 52'020 CHF | 54'119 CHF | 99.36% | 99.36% |
12.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 231'426 | 231'426 | 52'796 CHF | 55'110 CHF | 99.06% | 99.06% |
11.11.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'910 CHF | 53'410 CHF | 99.27% | 99.27% |
08.11.2024 | 4.77% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 255'191 | 255'191 | 52'216 CHF | 54'768 CHF | 99.39% | 99.39% |
07.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 283'412 | 283'412 | 52'546 CHF | 55'380 CHF | 99.27% | 99.27% |