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 | 3.96% | 0.26 CHF | 0.27 CHF | 275'000 | 275'000 | 273'432 | 273'432 | 67'736 CHF | 70'470 CHF | 99.49% | 99.49% |
19.11.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 275'000 | 275'000 | 281'299 | 281'299 | 67'698 CHF | 70'511 CHF | 98.67% | 98.67% |
18.11.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 275'000 | 275'000 | 255'745 | 255'745 | 69'548 CHF | 72'105 CHF | 99.29% | 99.29% |
15.11.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 275'000 | 275'000 | 275'672 | 275'672 | 68'180 CHF | 70'937 CHF | 98.76% | 98.76% |
14.11.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 279'562 | 279'564 | 70'562 CHF | 73'358 CHF | 99.39% | 99.39% |
13.11.2024 | 4.01% | 0.27 CHF | 0.28 CHF | 275'000 | 275'000 | 262'989 | 262'989 | 64'321 CHF | 66'951 CHF | 98.11% | 98.11% |
12.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 147'814 | 147'814 | 35'689 CHF | 37'168 CHF | 99.04% | 99.04% |
11.11.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 163'000 | 163'000 | 171'496 | 171'496 | 36'616 CHF | 38'331 CHF | 98.88% | 98.88% |
08.11.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 188'000 | 188'000 | 192'544 | 192'544 | 36'327 CHF | 38'252 CHF | 99.30% | 99.30% |
07.11.2024 | 4.44% | 0.20 CHF | 0.21 CHF | 175'000 | 175'000 | 165'257 | 165'256 | 36'464 CHF | 38'116 CHF | 99.29% | 99.29% |