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 | 3.26% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'326 | 200'000 | 60'979 CHF | 62'898 CHF | 99.54% | 99.54% |
19.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'898 CHF | 61'898 CHF | 99.56% | 99.56% |
18.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'480 CHF | 69'480 CHF | 81.56% | 81.56% |
15.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'720 CHF | 58'720 CHF | 98.92% | 98.92% |
14.11.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'567 CHF | 58'567 CHF | 99.53% | 99.53% |
13.11.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'659 | 200'000 | 54'989 CHF | 56'827 CHF | 96.89% | 96.89% |
12.11.2024 | 3.21% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'438 CHF | 63'438 CHF | 99.07% | 99.07% |
11.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 66'645 CHF | 68'645 CHF | 99.55% | 99.55% |
08.11.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 62'194 CHF | 64'194 CHF | 99.56% | 99.56% |
07.11.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'602 CHF | 74'602 CHF | 99.23% | 99.23% |