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 | 0.33% | 3.16 CHF | 3.17 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 482'690 CHF | 484'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 480'601 CHF | 482'201 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.86 CHF | 2.87 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 436'756 CHF | 438'356 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 397'871 CHF | 399'471 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.52 CHF | 2.53 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 379'968 CHF | 381'568 CHF | 99.91% | 99.91% |
13.11.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 451'691 CHF | 453'291 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 442'922 CHF | 444'522 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 2.88 CHF | 2.89 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 511'426 CHF | 513'026 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 562'136 CHF | 563'736 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.58 CHF | 3.59 CHF | 160'000 | 160'000 | 159'875 | 159'875 | 542'294 CHF | 543'894 CHF | 100.00% | 100.00% |