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 | 4.71% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'859 CHF | 54'359 CHF | 99.39% | 99.39% |
19.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'629 CHF | 55'129 CHF | 53.98% | 53.98% |
18.11.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'161 | 250'161 | 53'986 CHF | 56'488 CHF | 99.28% | 99.28% |
15.11.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 253'343 | 253'343 | 50'956 CHF | 53'489 CHF | 99.39% | 99.39% |
14.11.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 231'722 | 231'722 | 52'598 CHF | 54'915 CHF | 99.38% | 99.38% |
13.11.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 230'539 | 230'539 | 52'498 CHF | 54'804 CHF | 99.39% | 99.39% |
12.11.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'153 CHF | 54'653 CHF | 99.08% | 99.08% |
11.11.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'890 CHF | 54'390 CHF | 99.27% | 99.27% |
08.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'997 CHF | 54'497 CHF | 99.39% | 99.39% |
07.11.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 256'731 | 256'731 | 50'706 CHF | 53'274 CHF | 99.22% | 99.22% |