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 | 3.05% | 0.33 CHF | 0.34 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 58'119 CHF | 59'919 CHF | 100.00% | 100.00% |
19.11.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 61'741 CHF | 63'541 CHF | 100.00% | 100.00% |
18.11.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 56'368 CHF | 58'168 CHF | 100.00% | 100.00% |
15.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 57'595 CHF | 59'395 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 68'478 CHF | 70'296 CHF | 99.33% | 99.33% |
13.11.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 82'369 CHF | 84'269 CHF | 100.00% | 100.00% |
12.11.2024 | 2.54% | 0.44 CHF | 0.45 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 70'864 CHF | 72'683 CHF | 100.00% | 100.00% |
11.11.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 59'818 CHF | 61'618 CHF | 99.93% | 99.93% |
08.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 180'000 | 180'000 | 179'990 | 179'990 | 60'310 CHF | 62'110 CHF | 100.00% | 100.00% |
07.11.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 171'564 | 171'564 | 49'749 CHF | 51'464 CHF | 100.00% | 100.00% |