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 | 4.75% | 0.22 CHF | 0.23 CHF | 325'000 | 325'000 | 345'251 | 345'251 | 70'945 CHF | 74'398 CHF | 99.49% | 99.49% |
19.11.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 325'000 | 325'000 | 306'717 | 306'717 | 72'283 CHF | 75'350 CHF | 95.13% | 95.13% |
18.11.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 325'000 | 325'000 | 299'985 | 299'985 | 72'712 CHF | 75'712 CHF | 99.32% | 99.32% |
15.11.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 297'525 | 297'525 | 72'766 CHF | 75'741 CHF | 98.78% | 98.78% |
14.11.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 325'000 | 325'000 | 325'081 | 325'081 | 73'921 CHF | 77'172 CHF | 98.69% | 98.69% |
13.11.2024 | 4.24% | 0.21 CHF | 0.22 CHF | 350'000 | 350'000 | 279'626 | 279'763 | 64'214 CHF | 67'042 CHF | 99.03% | 99.03% |
12.11.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 149'948 | 149'948 | 36'022 CHF | 37'522 CHF | 99.14% | 99.14% |
11.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 138'000 | 138'000 | 138'047 | 138'047 | 35'458 CHF | 36'839 CHF | 99.32% | 99.32% |
08.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 129'432 | 129'433 | 34'809 CHF | 36'103 CHF | 99.40% | 99.40% |
07.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 113'000 | 113'000 | 115'199 | 115'209 | 35'417 CHF | 36'572 CHF | 99.24% | 99.24% |