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 | 3.63% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'580 | 198'580 | 53'704 CHF | 55'690 CHF | 99.43% | 99.43% |
19.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 190'678 | 190'678 | 54'007 CHF | 55'913 CHF | 99.05% | 99.05% |
18.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'118 | 197'118 | 53'937 CHF | 55'908 CHF | 99.15% | 99.15% |
15.11.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'116 | 200'116 | 52'814 CHF | 54'815 CHF | 99.33% | 99.33% |
14.11.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 243'507 | 243'507 | 52'598 CHF | 55'034 CHF | 99.33% | 99.33% |
13.11.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 222'366 | 222'366 | 47'924 CHF | 50'148 CHF | 99.41% | 99.41% |
12.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 121'765 | 121'764 | 26'810 CHF | 28'028 CHF | 98.93% | 98.93% |
11.11.2024 | 3.78% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 103'451 | 103'450 | 26'879 CHF | 27'913 CHF | 99.31% | 99.31% |
08.11.2024 | 2.88% | 0.31 CHF | 0.32 CHF | 88'000 | 88'000 | 77'123 | 77'123 | 26'414 CHF | 27'185 CHF | 99.33% | 99.33% |
07.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'465 CHF | 28'215 CHF | 99.25% | 99.25% |