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 | 4.65% | 0.21 CHF | 0.22 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 126'000 CHF | 132'000 CHF | 99.44% | 99.50% |
19.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 129'942 CHF | 135'942 CHF | 99.55% | 99.55% |
18.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 131'928 CHF | 137'928 CHF | 99.50% | 99.50% |
15.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 132'000 CHF | 138'000 CHF | 98.93% | 98.93% |
14.11.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 105'762 CHF | 110'762 CHF | 99.42% | 99.49% |
13.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 122'541 CHF | 127'541 CHF | 99.51% | 99.51% |
12.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 137'206 CHF | 143'206 CHF | 99.57% | 99.57% |
11.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 132'000 CHF | 138'000 CHF | 99.46% | 99.51% |
08.11.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 114'791 CHF | 119'791 CHF | 99.56% | 99.56% |
07.11.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 119'375 CHF | 124'375 CHF | 99.57% | 99.57% |