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 | 2.73% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'281 CHF | 55'781 CHF | 99.37% | 99.37% |
19.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'597 CHF | 54'097 CHF | 99.29% | 99.29% |
18.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'293 | 151'293 | 51'639 CHF | 53'152 CHF | 99.31% | 99.31% |
15.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'533 | 174'533 | 56'405 CHF | 58'151 CHF | 99.39% | 99.39% |
14.11.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'139 CHF | 54'639 CHF | 99.36% | 99.36% |
13.11.2024 | 3.01% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 169'244 | 169'244 | 55'465 CHF | 57'158 CHF | 99.37% | 99.37% |
12.11.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'746 CHF | 56'746 CHF | 99.09% | 99.09% |
11.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'739 | 199'739 | 53'984 CHF | 55'981 CHF | 99.29% | 99.29% |
08.11.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'500 | 200'500 | 54'434 CHF | 56'439 CHF | 99.39% | 99.39% |
07.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 224'038 | 224'037 | 53'010 CHF | 55'250 CHF | 99.26% | 99.26% |