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 | 4.26% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 228'360 | 228'360 | 52'405 CHF | 54'689 CHF | 99.80% | 99.80% |
19.11.2024 | 5.19% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 277'075 | 277'077 | 51'945 CHF | 54'716 CHF | 99.71% | 99.71% |
18.11.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 258'836 | 258'837 | 50'766 CHF | 53'354 CHF | 99.70% | 99.70% |
15.11.2024 | 4.83% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 252'780 | 252'780 | 51'147 CHF | 53'675 CHF | 99.80% | 99.80% |
14.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'955 CHF | 56'455 CHF | 99.80% | 99.80% |
13.11.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'741 | 249'741 | 54'333 CHF | 56'831 CHF | 99.80% | 99.80% |
12.11.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 259'077 | 259'077 | 51'831 CHF | 54'422 CHF | 99.50% | 99.50% |
11.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'254 CHF | 52'754 CHF | 99.70% | 99.70% |
08.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'304 | 251'304 | 50'337 CHF | 52'851 CHF | 99.80% | 99.80% |
07.11.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 231'746 | 231'746 | 52'647 CHF | 54'964 CHF | 95.69% | 95.69% |