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 | 3.98% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 207'259 | 207'259 | 51'034 CHF | 53'106 CHF | 99.02% | 99.02% |
19.11.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 252'277 | 252'278 | 51'551 CHF | 54'074 CHF | 99.27% | 99.27% |
18.11.2024 | 5.07% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 273'268 | 273'268 | 52'495 CHF | 55'228 CHF | 99.23% | 99.23% |
15.11.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 264'555 | 264'556 | 51'316 CHF | 53'962 CHF | 98.52% | 98.52% |
14.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'971 | 213'971 | 52'046 CHF | 54'186 CHF | 98.64% | 98.64% |
13.11.2024 | 4.27% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 202'129 | 202'128 | 46'579 CHF | 48'600 CHF | 98.18% | 98.18% |
12.11.2024 | 4.80% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'379 | 125'377 | 25'539 CHF | 26'793 CHF | 98.87% | 98.87% |
11.11.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 157'262 | 157'262 | 26'211 CHF | 27'784 CHF | 99.31% | 99.31% |
08.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 175'000 | 175'000 | 162'130 | 162'130 | 25'948 CHF | 27'569 CHF | 99.49% | 99.49% |
07.11.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 188'000 | 188'000 | 179'818 | 179'817 | 26'333 CHF | 28'131 CHF | 99.34% | 99.34% |