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 | 4.41% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 110'833 CHF | 115'833 CHF | 99.54% | 99.54% |
19.11.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 137'416 CHF | 143'416 CHF | 99.50% | 99.50% |
18.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 132'509 CHF | 138'509 CHF | 99.58% | 99.58% |
15.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 111'271 CHF | 116'271 CHF | 98.84% | 98.89% |
14.11.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 114'941 CHF | 119'941 CHF | 99.53% | 99.58% |
13.11.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 112'382 CHF | 117'382 CHF | 99.59% | 99.59% |
12.11.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 136'559 CHF | 142'559 CHF | 99.55% | 99.55% |
11.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 106'806 CHF | 111'806 CHF | 99.58% | 99.58% |
08.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 132'313 CHF | 138'313 CHF | 99.49% | 99.49% |
07.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 129'593 CHF | 135'593 CHF | 99.52% | 99.52% |