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 | 4.38% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 240'322 | 240'322 | 53'669 CHF | 56'073 CHF | 99.38% | 99.38% |
19.11.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 241'865 | 241'865 | 53'419 CHF | 55'838 CHF | 99.21% | 99.21% |
18.11.2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 262'106 | 262'106 | 51'107 CHF | 53'728 CHF | 99.29% | 99.29% |
15.11.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 248'203 | 248'203 | 51'509 CHF | 53'991 CHF | 99.37% | 99.37% |
14.11.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'864 CHF | 52'864 CHF | 99.35% | 99.35% |
13.11.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 216'995 | 216'995 | 52'599 CHF | 54'769 CHF | 99.36% | 99.36% |
12.11.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 226'184 | 226'183 | 52'533 CHF | 54'795 CHF | 99.09% | 99.09% |
11.11.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'604 CHF | 56'104 CHF | 99.30% | 99.30% |
08.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 234'368 | 234'368 | 53'091 CHF | 55'434 CHF | 99.39% | 99.39% |
07.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 288'534 | 288'534 | 52'672 CHF | 55'557 CHF | 99.24% | 99.24% |