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 | 3.15% | 0.32 CHF | 0.33 CHF | 230'000 | 230'000 | 221'017 | 221'017 | 69'016 CHF | 71'226 CHF | 99.43% | 99.43% |
19.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 227'605 | 227'605 | 74'406 CHF | 76'682 CHF | 100.00% | 100.00% |
18.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 67'293 CHF | 69'484 CHF | 99.88% | 99.88% |
15.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 68'066 CHF | 70'257 CHF | 100.00% | 100.00% |
14.11.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 220'000 | 220'000 | 223'230 | 223'230 | 73'057 CHF | 75'289 CHF | 98.51% | 98.51% |
13.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 221'159 | 221'159 | 70'324 CHF | 72'535 CHF | 100.00% | 100.00% |
12.11.2024 | 3.08% | 0.35 CHF | 0.36 CHF | 230'000 | 230'000 | 220'835 | 220'835 | 70'665 CHF | 72'874 CHF | 99.90% | 99.90% |
11.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 61'790 CHF | 63'981 CHF | 100.00% | 100.00% |
08.11.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 66'301 CHF | 68'491 CHF | 99.05% | 99.05% |
07.11.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 62'281 CHF | 64'472 CHF | 100.00% | 100.00% |