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 | 3.91% | 0.60 CHF | 0.61 CHF | 195'000 | 195'000 | 86'995 | 86'995 | 51'397 CHF | 52'972 CHF | 99.89% | 99.89% |
19.11.2024 | 4.47% | 0.57 CHF | 0.58 CHF | 195'000 | 195'000 | 80'355 | 80'355 | 44'085 CHF | 45'529 CHF | 100.00% | 100.00% |
18.11.2024 | 3.75% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 89'572 | 89'572 | 43'990 CHF | 45'392 CHF | 99.89% | 99.89% |
15.11.2024 | 3.82% | 0.47 CHF | 0.48 CHF | 205'000 | 205'000 | 91'450 | 91'450 | 42'454 CHF | 43'841 CHF | 99.89% | 99.89% |
14.11.2024 | 4.33% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 68'838 | 68'838 | 34'687 CHF | 35'722 CHF | 100.00% | 100.00% |
13.11.2024 | 3.96% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 87'856 | 87'856 | 49'626 CHF | 51'209 CHF | 99.92% | 99.92% |
12.11.2024 | 3.59% | 0.57 CHF | 0.58 CHF | 195'000 | 195'000 | 86'099 | 86'099 | 53'620 CHF | 55'171 CHF | 99.85% | 99.85% |
11.11.2024 | 3.28% | 0.66 CHF | 0.67 CHF | 190'000 | 190'000 | 83'934 | 83'934 | 57'736 CHF | 59'250 CHF | 99.63% | 99.63% |
08.11.2024 | 3.38% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 85'023 | 85'023 | 57'456 CHF | 58'995 CHF | 100.00% | 100.00% |
07.11.2024 | 3.60% | 0.67 CHF | 0.68 CHF | 190'000 | 190'000 | 85'393 | 85'393 | 55'587 CHF | 57'135 CHF | 100.00% | 100.00% |