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 | 4.83% | 0.22 CHF | 0.23 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 74'568 CHF | 78'252 CHF | 100.00% | 100.00% |
19.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 370'000 | 370'000 | 370'070 | 370'070 | 81'854 CHF | 85'555 CHF | 99.87% | 99.87% |
18.11.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 370'000 | 370'000 | 369'913 | 369'913 | 84'778 CHF | 88'477 CHF | 99.69% | 99.69% |
15.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 370'000 | 370'000 | 368'464 | 368'464 | 82'882 CHF | 86'567 CHF | 99.34% | 99.34% |
14.11.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 370'000 | 370'000 | 368'468 | 368'468 | 76'466 CHF | 80'150 CHF | 99.51% | 99.51% |
13.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 380'000 | 380'000 | 378'608 | 378'608 | 110'653 CHF | 114'439 CHF | 96.80% | 96.80% |
12.11.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 380'000 | 380'000 | 375'411 | 375'411 | 94'207 CHF | 97'961 CHF | 97.30% | 97.30% |
11.11.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 82'313 CHF | 85'998 CHF | 99.95% | 99.95% |
08.11.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 370'000 | 370'000 | 371'536 | 371'536 | 91'860 CHF | 95'575 CHF | 93.52% | 93.52% |
07.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 380'000 | 380'000 | 376'533 | 376'533 | 101'449 CHF | 105'214 CHF | 94.70% | 94.70% |