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 | 4.43% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 239'749 | 239'749 | 52'966 CHF | 55'364 CHF | 99.38% | 99.38% |
19.11.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 222'936 | 222'935 | 52'648 CHF | 54'877 CHF | 99.30% | 99.30% |
18.11.2024 | 4.41% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 239'354 | 239'354 | 53'101 CHF | 55'495 CHF | 99.29% | 99.29% |
15.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 286'456 | 286'455 | 52'968 CHF | 55'832 CHF | 99.38% | 99.38% |
14.11.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 269'626 | 269'626 | 52'646 CHF | 55'342 CHF | 99.38% | 99.38% |
13.11.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 265'146 | 265'146 | 52'298 CHF | 54'950 CHF | 99.38% | 99.38% |
12.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'900 | 292'900 | 53'493 CHF | 56'422 CHF | 99.08% | 99.08% |
11.11.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 345'758 | 345'758 | 52'155 CHF | 55'613 CHF | 99.27% | 99.27% |
08.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 305'575 | 305'574 | 52'123 CHF | 55'179 CHF | 99.38% | 99.38% |
07.11.2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 236'941 | 236'941 | 52'531 CHF | 54'900 CHF | 99.22% | 99.22% |