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 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'262 | 175'262 | 53'666 CHF | 55'419 CHF | 99.38% | 99.38% |
19.11.2024 | 3.37% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 179'709 | 179'709 | 52'409 CHF | 54'206 CHF | 99.28% | 99.28% |
18.11.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 171'835 | 171'835 | 53'626 CHF | 55'344 CHF | 99.26% | 99.26% |
15.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'321 CHF | 56'821 CHF | 99.39% | 99.39% |
14.11.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 157'213 | 157'213 | 54'973 CHF | 56'545 CHF | 99.36% | 99.36% |
13.11.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 156'469 | 156'469 | 54'554 CHF | 56'119 CHF | 99.36% | 99.36% |
12.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'321 | 149'321 | 55'711 CHF | 57'205 CHF | 99.06% | 99.06% |
11.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'603 CHF | 54'853 CHF | 99.28% | 99.28% |
08.11.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 132'303 | 132'303 | 53'488 CHF | 54'811 CHF | 99.39% | 99.39% |
07.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 159'009 | 159'009 | 54'287 CHF | 55'877 CHF | 99.23% | 99.23% |