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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 240'078 | 240'078 | 53'588 CHF | 55'989 CHF | 99.35% | 99.35% |
20.11.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 208'178 | 208'178 | 51'349 CHF | 53'430 CHF | 99.37% | 99.37% |
19.11.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 248'961 | 248'961 | 52'072 CHF | 54'562 CHF | 99.25% | 99.25% |
18.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 236'360 | 236'360 | 53'309 CHF | 55'673 CHF | 99.24% | 99.24% |
15.11.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 230'814 | 230'814 | 52'480 CHF | 54'788 CHF | 99.37% | 99.37% |
14.11.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'147 | 226'147 | 53'300 CHF | 55'562 CHF | 99.35% | 99.35% |
13.11.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 220'004 | 220'004 | 52'123 CHF | 54'323 CHF | 99.36% | 99.36% |
12.11.2024 | 3.96% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 212'035 | 212'035 | 52'515 CHF | 54'636 CHF | 99.07% | 99.07% |
11.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'922 | 199'922 | 54'758 CHF | 56'758 CHF | 99.30% | 99.30% |
08.11.2024 | 5.28% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 283'771 | 283'772 | 52'347 CHF | 55'184 CHF | 99.38% | 99.38% |