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 | 3.58% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'878 CHF | 56'878 CHF | 100.00% | 100.00% |
19.11.2024 | 3.92% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 205'994 | 205'994 | 51'545 CHF | 53'605 CHF | 99.89% | 99.89% |
18.11.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'726 CHF | 53'726 CHF | 99.88% | 99.88% |
15.11.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 196'519 | 196'519 | 54'086 CHF | 56'051 CHF | 100.00% | 100.00% |
14.11.2024 | 3.74% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 198'537 | 198'537 | 52'124 CHF | 54'109 CHF | 99.98% | 99.98% |
13.11.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'283 | 207'283 | 51'765 CHF | 53'838 CHF | 100.00% | 100.00% |
12.11.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'910 | 199'910 | 53'823 CHF | 55'822 CHF | 99.66% | 99.66% |
11.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'232 CHF | 55'982 CHF | 99.91% | 99.91% |
08.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'415 CHF | 55'165 CHF | 100.00% | 100.00% |
07.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'543 CHF | 55'293 CHF | 99.90% | 99.90% |