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 | 2.96% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 164'239 | 164'239 | 54'571 CHF | 56'213 CHF | 99.39% | 99.39% |
19.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 178'977 | 178'977 | 52'829 CHF | 54'619 CHF | 99.30% | 99.30% |
18.11.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 171'885 | 171'885 | 53'919 CHF | 55'638 CHF | 99.26% | 99.26% |
15.11.2024 | 2.63% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 148'916 | 148'916 | 55'996 CHF | 57'485 CHF | 99.37% | 99.37% |
14.11.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 143'870 | 143'870 | 55'144 CHF | 56'583 CHF | 99.32% | 99.32% |
13.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 143'312 | 143'312 | 54'391 CHF | 55'824 CHF | 99.36% | 99.36% |
12.11.2024 | 2.40% | 0.37 CHF | 0.38 CHF | 125'000 | 125'000 | 124'965 | 124'965 | 51'454 CHF | 52'704 CHF | 99.06% | 99.06% |
11.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'953 | 105'953 | 52'801 CHF | 53'861 CHF | 99.29% | 99.29% |
08.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'132 CHF | 54'382 CHF | 99.39% | 99.39% |
07.11.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'464 | 124'464 | 56'142 CHF | 57'387 CHF | 99.28% | 99.28% |