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 | 4.56% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 248'656 | 248'656 | 53'306 CHF | 55'792 CHF | 99.37% | 99.37% |
19.11.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'251 | 250'252 | 52'254 CHF | 54'757 CHF | 96.17% | 96.17% |
18.11.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 242'305 | 242'305 | 52'394 CHF | 54'817 CHF | 99.29% | 99.29% |
15.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'342 | 202'342 | 50'964 CHF | 52'988 CHF | 99.38% | 99.38% |
14.11.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 216'591 | 216'592 | 51'883 CHF | 54'049 CHF | 99.36% | 99.36% |
13.11.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 223'202 | 223'202 | 53'147 CHF | 55'379 CHF | 99.36% | 99.36% |
12.11.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'001 | 202'001 | 50'765 CHF | 52'785 CHF | 99.07% | 99.07% |
11.11.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 182'296 | 182'296 | 52'279 CHF | 54'102 CHF | 99.28% | 99.28% |
08.11.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 195'489 | 195'489 | 53'756 CHF | 55'711 CHF | 99.38% | 99.38% |
07.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 222'386 | 222'386 | 52'489 CHF | 54'713 CHF | 99.21% | 99.21% |