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 | 3.45% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 186'296 | 186'296 | 53'049 CHF | 54'912 CHF | 100.00% | 100.00% |
19.11.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'521 | 175'521 | 52'956 CHF | 54'711 CHF | 99.90% | 99.90% |
18.11.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 183'814 | 183'814 | 53'515 CHF | 55'353 CHF | 99.89% | 99.89% |
15.11.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 187'336 | 187'336 | 53'345 CHF | 55'219 CHF | 100.00% | 100.00% |
14.11.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 202'655 | 202'655 | 51'929 CHF | 53'955 CHF | 99.97% | 99.97% |
13.11.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 265'286 | 265'286 | 52'297 CHF | 54'950 CHF | 100.00% | 100.00% |
12.11.2024 | 4.20% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 225'728 | 225'728 | 52'564 CHF | 54'821 CHF | 99.67% | 99.67% |
11.11.2024 | 3.42% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 183'594 | 183'594 | 52'719 CHF | 54'555 CHF | 99.87% | 99.87% |
08.11.2024 | 3.19% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 175'780 | 175'780 | 54'266 CHF | 56'024 CHF | 100.00% | 100.00% |
07.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'487 | 150'487 | 55'080 CHF | 56'585 CHF | 99.90% | 99.90% |