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 | 4.35% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'058 | 237'059 | 53'226 CHF | 55'597 CHF | 99.38% | 99.38% |
19.11.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 238'621 | 238'621 | 53'528 CHF | 55'914 CHF | 99.28% | 99.28% |
18.11.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 235'829 | 235'829 | 53'348 CHF | 55'706 CHF | 99.28% | 99.28% |
15.11.2024 | 4.90% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 262'112 | 262'112 | 52'206 CHF | 54'827 CHF | 99.38% | 99.38% |
14.11.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 224'266 | 224'266 | 53'831 CHF | 56'073 CHF | 99.35% | 99.35% |
13.11.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 230'163 | 230'163 | 52'919 CHF | 55'221 CHF | 99.38% | 99.38% |
12.11.2024 | 4.55% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 247'455 | 247'455 | 53'158 CHF | 55'632 CHF | 99.07% | 99.07% |
11.11.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 306'282 | 306'281 | 51'805 CHF | 54'868 CHF | 99.28% | 99.28% |
08.11.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 299'638 | 299'638 | 51'487 CHF | 54'484 CHF | 99.37% | 99.37% |
07.11.2024 | 4.78% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 255'735 | 255'735 | 52'231 CHF | 54'788 CHF | 99.21% | 99.21% |