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 | 5.85% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'712 | 309'712 | 51'410 CHF | 54'507 CHF | 99.38% | 99.38% |
19.11.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 292'885 | 292'885 | 52'951 CHF | 55'880 CHF | 99.08% | 99.08% |
18.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'527 CHF | 55'027 CHF | 99.28% | 99.28% |
15.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 55'000 CHF | 57'500 CHF | 99.39% | 99.39% |
14.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 245'792 | 245'793 | 54'481 CHF | 56'939 CHF | 99.35% | 99.35% |
13.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 55'000 CHF | 57'500 CHF | 99.36% | 99.36% |
12.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 55'000 CHF | 57'500 CHF | 99.06% | 99.06% |
11.11.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'061 CHF | 55'561 CHF | 99.29% | 99.29% |
08.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'500 CHF | 55'000 CHF | 99.38% | 99.38% |
07.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'054 | 251'054 | 50'332 CHF | 52'842 CHF | 99.25% | 99.25% |