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 | 3.14% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 174'996 | 54'837 CHF | 56'586 CHF | 99.80% | 99.80% |
19.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'358 CHF | 55'108 CHF | 99.72% | 99.72% |
18.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'432 CHF | 59'182 CHF | 99.71% | 99.71% |
15.11.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 154'642 | 154'642 | 53'012 CHF | 54'559 CHF | 99.80% | 99.80% |
14.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 163'566 | 163'566 | 54'633 CHF | 56'268 CHF | 99.81% | 99.81% |
13.11.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 156'389 | 156'388 | 52'631 CHF | 54'195 CHF | 99.80% | 99.80% |
12.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 166'189 | 166'189 | 55'119 CHF | 56'781 CHF | 99.49% | 99.49% |
11.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 158'335 | 158'334 | 53'653 CHF | 55'237 CHF | 99.72% | 99.72% |
08.11.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'770 CHF | 54'270 CHF | 99.80% | 99.80% |
07.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'611 CHF | 59'111 CHF | 95.67% | 95.67% |