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 | 4.85% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 276'050 | 276'050 | 55'532 CHF | 58'292 CHF | 99.46% | 99.46% |
19.11.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 275'000 | 275'000 | 270'642 | 270'642 | 57'120 CHF | 59'827 CHF | 88.09% | 88.09% |
18.11.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 292'628 | 292'628 | 55'857 CHF | 58'784 CHF | 98.48% | 98.48% |
15.11.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 274'332 | 274'332 | 56'966 CHF | 59'710 CHF | 99.44% | 99.44% |
14.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 269'903 | 269'959 | 57'465 CHF | 60'177 CHF | 99.28% | 99.28% |
13.11.2024 | 4.23% | 0.21 CHF | 0.22 CHF | 275'000 | 275'000 | 226'167 | 226'167 | 52'430 CHF | 54'692 CHF | 98.47% | 98.47% |
12.11.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 125'515 | 125'515 | 28'285 CHF | 29'540 CHF | 98.35% | 98.35% |
11.11.2024 | 3.79% | 0.24 CHF | 0.25 CHF | 113'000 | 113'000 | 113'587 | 113'587 | 29'438 CHF | 30'574 CHF | 99.22% | 99.22% |
08.11.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'378 | 100'378 | 30'631 CHF | 31'634 CHF | 99.33% | 99.33% |
07.11.2024 | 3.81% | 0.29 CHF | 0.30 CHF | 113'000 | 113'000 | 112'473 | 112'473 | 29'042 CHF | 30'166 CHF | 99.21% | 99.21% |