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 | 2.85% | 0.36 CHF | 0.37 CHF | 212'000 | 212'000 | 210'883 | 210'883 | 73'001 CHF | 75'110 CHF | 100.00% | 100.00% |
19.11.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 208'000 | 208'000 | 205'920 | 205'920 | 66'133 CHF | 68'193 CHF | 100.00% | 100.00% |
18.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 204'000 | 204'000 | 204'000 | 204'000 | 64'385 CHF | 66'425 CHF | 100.00% | 100.00% |
15.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'275 | 200'275 | 61'765 CHF | 63'768 CHF | 100.00% | 100.00% |
14.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 202'717 | 202'717 | 63'043 CHF | 65'071 CHF | 99.39% | 99.39% |
13.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 204'000 | 204'000 | 202'277 | 202'277 | 63'617 CHF | 65'640 CHF | 100.00% | 100.00% |
12.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 204'000 | 204'000 | 200'640 | 200'640 | 61'518 CHF | 63'524 CHF | 100.00% | 100.00% |
11.11.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 199'995 | 199'995 | 59'450 CHF | 61'450 CHF | 99.93% | 99.93% |
08.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 204'000 | 204'000 | 203'040 | 203'040 | 64'203 CHF | 66'233 CHF | 100.00% | 100.00% |
07.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 199'992 | 199'992 | 60'436 CHF | 62'436 CHF | 100.00% | 100.00% |