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 | 4.33% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 231'493 | 231'493 | 52'320 CHF | 54'635 CHF | 99.37% | 99.37% |
20.11.2024 | 3.76% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 204'519 | 204'519 | 53'382 CHF | 55'427 CHF | 99.37% | 99.37% |
19.11.2024 | 4.95% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 264'522 | 264'522 | 52'105 CHF | 54'750 CHF | 99.22% | 99.22% |
18.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 233'495 | 233'495 | 52'710 CHF | 55'045 CHF | 99.25% | 99.25% |
15.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'042 | 226'042 | 52'837 CHF | 55'098 CHF | 99.37% | 99.37% |
14.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'452 | 203'452 | 51'322 CHF | 53'356 CHF | 99.36% | 99.36% |
13.11.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 205'724 | 205'724 | 52'604 CHF | 54'661 CHF | 99.36% | 99.36% |
12.11.2024 | 3.53% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 192'820 | 192'820 | 53'773 CHF | 55'702 CHF | 99.06% | 99.06% |
11.11.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'441 | 171'441 | 56'067 CHF | 57'781 CHF | 99.27% | 99.27% |
08.11.2024 | 5.51% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 296'321 | 296'321 | 52'273 CHF | 55'236 CHF | 99.39% | 99.39% |