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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 730'220 | 243'407 | 176'265 CHF | 61'189 CHF | 99.59% | 99.59% |
20.11.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'669 CHF | 50'056 CHF | 99.21% | 99.21% |
19.11.2024 | 4.92% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'946 CHF | 52'149 CHF | 98.74% | 98.74% |
18.11.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 154'083 CHF | 53'861 CHF | 99.29% | 99.29% |
15.11.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'128 CHF | 56'876 CHF | 99.36% | 99.36% |
14.11.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'614 CHF | 60'705 CHF | 97.75% | 97.75% |
13.11.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'104 CHF | 51'868 CHF | 99.33% | 99.33% |
12.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'451 CHF | 52'984 CHF | 99.38% | 99.38% |
11.11.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'002 CHF | 56'501 CHF | 99.39% | 99.39% |
08.11.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'698 CHF | 56'066 CHF | 99.24% | 99.24% |