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 | 4.69% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'675 | 249'674 | 52'060 CHF | 54'557 CHF | 99.80% | 99.80% |
19.11.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'097 CHF | 55'347 CHF | 99.71% | 99.71% |
18.11.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 225'262 | 225'261 | 51'691 CHF | 53'943 CHF | 99.69% | 99.69% |
15.11.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 238'887 | 238'886 | 53'630 CHF | 56'019 CHF | 99.80% | 99.80% |
14.11.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 241'671 | 241'671 | 53'778 CHF | 56'195 CHF | 99.80% | 99.80% |
13.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'682 | 249'682 | 54'715 CHF | 57'212 CHF | 99.81% | 99.81% |
12.11.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'044 | 226'044 | 52'332 CHF | 54'592 CHF | 99.50% | 99.50% |
11.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 231'666 | 231'667 | 52'629 CHF | 54'946 CHF | 99.70% | 99.70% |
08.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 231'630 | 231'630 | 52'600 CHF | 54'916 CHF | 99.81% | 99.81% |
07.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'107 CHF | 56'607 CHF | 95.69% | 95.69% |