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 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'002 CHF | 54'002 CHF | 99.38% | 99.38% |
19.11.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'448 | 199'448 | 54'516 CHF | 56'510 CHF | 94.84% | 94.84% |
18.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'972 CHF | 55'722 CHF | 99.28% | 99.28% |
15.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'442 CHF | 56'192 CHF | 99.39% | 99.39% |
14.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'922 CHF | 57'672 CHF | 99.38% | 99.38% |
13.11.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'245 CHF | 56'995 CHF | 99.39% | 99.39% |
12.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'250 CHF | 56'000 CHF | 99.03% | 99.03% |
11.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'250 CHF | 56'000 CHF | 99.31% | 99.31% |
08.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'611 CHF | 54'361 CHF | 99.39% | 99.39% |
07.11.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'868 CHF | 53'618 CHF | 99.26% | 99.26% |