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 | 4.20% | 0.25 CHF | 0.26 CHF | 230'000 | 230'000 | 104'550 | 104'550 | 25'150 CHF | 26'200 CHF | 99.33% | 99.33% |
19.11.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 106'554 | 106'554 | 23'151 CHF | 24'222 CHF | 100.00% | 100.00% |
18.11.2024 | 4.88% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 114'047 | 114'047 | 23'826 CHF | 24'971 CHF | 99.77% | 99.77% |
15.11.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 240'000 | 240'000 | 106'816 | 106'816 | 23'813 CHF | 24'885 CHF | 99.90% | 99.90% |
14.11.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 230'000 | 230'000 | 102'378 | 102'378 | 23'803 CHF | 24'832 CHF | 98.56% | 98.56% |
13.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 104'581 | 104'581 | 24'982 CHF | 26'032 CHF | 100.00% | 100.00% |
12.11.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 230'000 | 230'000 | 102'231 | 102'231 | 24'848 CHF | 25'875 CHF | 99.88% | 99.88% |
11.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 220'000 | 220'000 | 100'140 | 100'140 | 25'399 CHF | 26'404 CHF | 99.90% | 99.90% |
08.11.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 220'000 | 220'000 | 101'720 | 101'720 | 25'572 CHF | 26'594 CHF | 99.06% | 99.06% |
07.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 102'265 | 102'265 | 25'445 CHF | 26'472 CHF | 99.90% | 99.90% |