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 | 3.54% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 100'681 | 100'681 | 28'807 CHF | 29'816 CHF | 98.37% | 98.37% |
19.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 230'000 | 230'000 | 102'518 | 102'518 | 27'671 CHF | 28'701 CHF | 98.01% | 98.01% |
18.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 220'000 | 220'000 | 100'612 | 100'612 | 32'711 CHF | 33'719 CHF | 99.40% | 99.40% |
15.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 220'000 | 220'000 | 100'014 | 100'014 | 30'960 CHF | 31'962 CHF | 98.69% | 98.69% |
14.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 220'000 | 220'000 | 99'488 | 99'488 | 34'798 CHF | 35'796 CHF | 97.36% | 97.36% |
13.11.2024 | 3.08% | 0.35 CHF | 0.36 CHF | 220'000 | 220'000 | 98'624 | 98'624 | 32'882 CHF | 33'872 CHF | 98.55% | 98.55% |
12.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 220'000 | 220'000 | 99'488 | 99'488 | 33'084 CHF | 34'085 CHF | 97.10% | 97.10% |
11.11.2024 | 3.60% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 103'837 | 103'837 | 30'842 CHF | 31'888 CHF | 99.16% | 99.16% |
08.11.2024 | 4.54% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 114'042 | 114'042 | 26'095 CHF | 27'241 CHF | 97.94% | 97.94% |
07.11.2024 | 4.38% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 113'795 | 113'795 | 26'591 CHF | 27'734 CHF | 99.36% | 99.36% |