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 | 3.39% | 0.30 CHF | 0.31 CHF | 212'000 | 212'000 | 210'883 | 210'883 | 61'214 CHF | 63'322 CHF | 100.00% | 100.00% |
19.11.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 208'000 | 208'000 | 205'921 | 205'921 | 55'131 CHF | 57'190 CHF | 100.00% | 100.00% |
18.11.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 204'000 | 204'000 | 204'000 | 204'000 | 52'839 CHF | 54'879 CHF | 100.00% | 100.00% |
15.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'277 | 200'277 | 50'083 CHF | 52'086 CHF | 100.00% | 100.00% |
14.11.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'717 | 202'717 | 51'915 CHF | 53'943 CHF | 99.33% | 99.33% |
13.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 204'000 | 204'000 | 202'277 | 202'277 | 51'724 CHF | 53'746 CHF | 100.00% | 100.00% |
12.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 204'000 | 204'000 | 200'638 | 200'638 | 50'145 CHF | 52'151 CHF | 100.00% | 100.00% |
11.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 199'995 | 199'995 | 47'878 CHF | 49'878 CHF | 99.93% | 99.93% |
08.11.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 204'000 | 204'000 | 203'040 | 203'040 | 52'429 CHF | 54'459 CHF | 100.00% | 100.00% |
07.11.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 199'991 | 199'991 | 49'227 CHF | 51'227 CHF | 100.00% | 100.00% |