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 | 3.57% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'040 CHF | 57'040 CHF | 99.81% | 99.81% |
19.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'237 CHF | 54'237 CHF | 99.71% | 99.71% |
18.11.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 184'872 | 184'872 | 52'993 CHF | 54'842 CHF | 99.71% | 99.71% |
15.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'629 CHF | 53'379 CHF | 99.81% | 99.81% |
14.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'669 | 175'669 | 54'378 CHF | 56'135 CHF | 99.80% | 99.80% |
13.11.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'691 CHF | 54'691 CHF | 99.81% | 99.81% |
12.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'957 CHF | 53'957 CHF | 99.50% | 99.50% |
11.11.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 219'389 | 219'390 | 52'495 CHF | 54'689 CHF | 99.71% | 99.71% |
08.11.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 257'062 | 257'062 | 51'047 CHF | 53'617 CHF | 99.80% | 99.80% |
07.11.2024 | 4.49% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 241'159 | 241'158 | 52'541 CHF | 54'952 CHF | 95.67% | 95.67% |