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 | 3.66% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'685 CHF | 55'685 CHF | 99.97% | 99.97% |
19.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'243 | 201'243 | 52'037 CHF | 54'050 CHF | 99.80% | 99.80% |
18.11.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'772 CHF | 53'772 CHF | 99.91% | 99.91% |
15.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'858 CHF | 55'858 CHF | 100.00% | 100.00% |
14.11.2024 | 3.65% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 195'579 | 195'576 | 52'604 CHF | 54'559 CHF | 99.64% | 99.64% |
13.11.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'073 CHF | 56'823 CHF | 99.96% | 99.96% |
12.11.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'020 CHF | 54'770 CHF | 99.81% | 99.81% |
11.11.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 198'423 | 198'423 | 54'617 CHF | 56'602 CHF | 99.81% | 99.81% |
08.11.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'087 CHF | 55'087 CHF | 99.83% | 99.83% |
07.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 216'623 | 216'621 | 52'202 CHF | 54'368 CHF | 99.89% | 99.89% |