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 | 3.91% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'050 | 201'050 | 50'433 CHF | 52'443 CHF | 99.39% | 99.39% |
19.11.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'987 | 205'987 | 50'970 CHF | 53'030 CHF | 74.15% | 74.15% |
18.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 204'197 | 204'196 | 50'762 CHF | 52'804 CHF | 99.28% | 99.28% |
15.11.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'213 | 200'213 | 53'085 CHF | 55'087 CHF | 99.39% | 99.39% |
14.11.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'527 | 225'527 | 52'618 CHF | 54'874 CHF | 99.39% | 99.39% |
13.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 222'600 | 222'600 | 52'003 CHF | 54'229 CHF | 99.38% | 99.38% |
12.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'031 CHF | 54'031 CHF | 99.08% | 99.08% |
11.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'179 CHF | 54'179 CHF | 99.29% | 99.29% |
08.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'225 CHF | 54'225 CHF | 99.39% | 99.39% |
07.11.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 198'416 | 198'416 | 54'906 CHF | 56'890 CHF | 99.27% | 99.27% |