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 | 4.21% | 0.25 CHF | 0.26 CHF | 325'000 | 325'000 | 344'965 | 344'965 | 80'285 CHF | 83'735 CHF | 99.21% | 99.21% |
19.11.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 325'000 | 325'000 | 306'410 | 306'410 | 78'927 CHF | 81'991 CHF | 95.57% | 95.57% |
18.11.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 325'000 | 325'000 | 301'626 | 301'626 | 80'442 CHF | 83'458 CHF | 99.33% | 99.33% |
15.11.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 300'123 | 300'123 | 79'525 CHF | 82'526 CHF | 98.37% | 98.37% |
14.11.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 325'000 | 325'000 | 325'085 | 325'085 | 80'449 CHF | 83'699 CHF | 98.67% | 98.67% |
13.11.2024 | 3.92% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 279'375 | 279'376 | 69'538 CHF | 72'332 CHF | 98.50% | 98.50% |
12.11.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 149'946 | 149'946 | 39'021 CHF | 40'520 CHF | 99.05% | 99.05% |
11.11.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 138'000 | 138'000 | 138'324 | 138'328 | 38'211 CHF | 39'596 CHF | 99.21% | 99.21% |
08.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 125'000 | 125'000 | 136'495 | 136'495 | 39'236 CHF | 40'601 CHF | 99.33% | 99.33% |
07.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 39'724 CHF | 40'974 CHF | 99.23% | 99.23% |