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% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'149 | 225'149 | 52'419 CHF | 54'670 CHF | 99.39% | 99.39% |
19.11.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 246'729 | 246'729 | 53'713 CHF | 56'180 CHF | 99.27% | 99.27% |
18.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 214'537 | 214'537 | 52'477 CHF | 54'623 CHF | 99.31% | 99.31% |
15.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'211 | 200'211 | 51'466 CHF | 53'468 CHF | 99.38% | 99.38% |
14.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 205'147 | 205'148 | 52'366 CHF | 54'417 CHF | 99.38% | 99.38% |
13.11.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 205'996 | 205'996 | 52'742 CHF | 54'802 CHF | 99.39% | 99.39% |
12.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 184'759 | 184'759 | 52'435 CHF | 54'283 CHF | 99.06% | 99.06% |
11.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 181'781 | 181'781 | 52'199 CHF | 54'016 CHF | 99.27% | 99.27% |
08.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 172'089 | 172'089 | 54'696 CHF | 56'417 CHF | 99.39% | 99.39% |
07.11.2024 | 2.16% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'582 | 125'582 | 57'707 CHF | 58'963 CHF | 99.27% | 99.27% |