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 | 3.05% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 54'908 CHF | 56'608 CHF | 100.00% | 100.00% |
19.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 56'025 CHF | 57'725 CHF | 100.00% | 100.00% |
18.11.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 55'192 CHF | 56'892 CHF | 100.00% | 100.00% |
15.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 54'635 CHF | 56'335 CHF | 100.00% | 100.00% |
14.11.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 50'854 CHF | 52'554 CHF | 99.33% | 99.33% |
13.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 171'302 | 171'302 | 43'770 CHF | 45'483 CHF | 100.00% | 100.00% |
12.11.2024 | 3.43% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 48'823 CHF | 50'523 CHF | 100.00% | 100.00% |
11.11.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 55'232 CHF | 56'932 CHF | 99.93% | 99.93% |
08.11.2024 | 2.94% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 57'004 CHF | 58'704 CHF | 100.00% | 100.00% |
07.11.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 62'409 CHF | 64'109 CHF | 100.00% | 100.00% |