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 | 4.27% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'070 CHF | 59'857 CHF | 99.38% | 99.38% |
19.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'898 CHF | 59'799 CHF | 99.38% | 99.38% |
18.11.2024 | 4.42% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'174 CHF | 57'891 CHF | 99.38% | 99.38% |
15.11.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'623 CHF | 53'708 CHF | 99.35% | 99.35% |
14.11.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'279 CHF | 55'926 CHF | 99.38% | 99.38% |
13.11.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'176 CHF | 55'559 CHF | 99.37% | 99.37% |
12.11.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 188'930 CHF | 65'477 CHF | 99.15% | 99.15% |
11.11.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 198'120 CHF | 68'540 CHF | 99.13% | 99.13% |
08.11.2024 | 4.23% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'981 CHF | 60'494 CHF | 99.38% | 99.38% |
07.11.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'181 CHF | 58'894 CHF | 98.56% | 98.56% |