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 | 3.40% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 183'486 | 183'486 | 52'973 CHF | 54'808 CHF | 99.38% | 99.38% |
19.11.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'760 | 175'760 | 54'982 CHF | 56'739 CHF | 99.30% | 99.30% |
18.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 214'939 | 214'939 | 52'065 CHF | 54'215 CHF | 99.25% | 99.25% |
15.11.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 235'670 | 235'670 | 53'000 CHF | 55'357 CHF | 99.38% | 99.38% |
14.11.2024 | 4.24% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 227'669 | 227'669 | 52'599 CHF | 54'876 CHF | 99.32% | 99.32% |
13.11.2024 | 3.79% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 204'257 | 204'257 | 52'927 CHF | 54'969 CHF | 99.36% | 99.36% |
12.11.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 271'760 | 271'760 | 51'572 CHF | 54'290 CHF | 99.06% | 99.06% |
11.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 194'044 | 194'044 | 52'928 CHF | 54'868 CHF | 99.28% | 99.28% |
08.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 153'866 | 153'866 | 53'103 CHF | 54'641 CHF | 99.39% | 99.39% |
07.11.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 169'737 | 169'737 | 55'628 CHF | 57'325 CHF | 99.19% | 99.19% |