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 | 3.37% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 178'889 | 178'889 | 52'199 CHF | 53'988 CHF | 99.80% | 99.80% |
19.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 177'082 | 177'082 | 52'204 CHF | 53'975 CHF | 99.70% | 99.70% |
18.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'173 CHF | 57'173 CHF | 99.70% | 99.70% |
15.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'853 CHF | 54'853 CHF | 99.80% | 99.80% |
14.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'663 CHF | 56'663 CHF | 99.80% | 99.80% |
13.11.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'954 | 198'954 | 54'529 CHF | 56'519 CHF | 99.79% | 99.79% |
12.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 194'809 | 194'809 | 54'643 CHF | 56'592 CHF | 99.50% | 99.50% |
11.11.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'320 CHF | 56'320 CHF | 99.71% | 99.71% |
08.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'429 CHF | 54'429 CHF | 99.81% | 99.81% |
07.11.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 207'384 | 207'383 | 51'207 CHF | 53'280 CHF | 95.67% | 95.67% |