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 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'784 CHF | 55'284 CHF | 99.38% | 99.38% |
19.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'736 CHF | 55'236 CHF | 99.26% | 99.26% |
18.11.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 152'124 | 152'124 | 51'709 CHF | 53'230 CHF | 99.29% | 99.29% |
15.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 163'596 | 163'596 | 54'844 CHF | 56'480 CHF | 99.38% | 99.38% |
14.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'899 CHF | 53'399 CHF | 99.34% | 99.34% |
13.11.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 154'088 | 154'088 | 52'690 CHF | 54'231 CHF | 99.36% | 99.36% |
12.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'349 CHF | 58'099 CHF | 99.06% | 99.06% |
11.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'267 CHF | 54'017 CHF | 99.29% | 99.29% |
08.11.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 178'842 | 178'842 | 53'029 CHF | 54'817 CHF | 99.39% | 99.39% |
07.11.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 194'936 | 194'936 | 54'244 CHF | 56'193 CHF | 99.27% | 99.27% |