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 | 3.28% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 199'597 | 199'597 | 59'968 CHF | 61'964 CHF | 99.48% | 99.48% |
19.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 205'000 | 205'000 | 203'401 | 203'401 | 69'326 CHF | 71'360 CHF | 99.41% | 99.41% |
18.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'174 | 199'174 | 56'808 CHF | 58'799 CHF | 99.89% | 99.89% |
15.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 60'550 CHF | 62'541 CHF | 100.00% | 100.00% |
14.11.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 201'617 | 201'617 | 68'426 CHF | 70'442 CHF | 98.65% | 98.65% |
13.11.2024 | 2.74% | 0.40 CHF | 0.41 CHF | 205'000 | 205'000 | 203'634 | 203'634 | 73'697 CHF | 75'733 CHF | 100.00% | 100.00% |
12.11.2024 | 3.14% | 0.35 CHF | 0.36 CHF | 205'000 | 205'000 | 199'775 | 199'775 | 62'783 CHF | 64'781 CHF | 99.88% | 99.88% |
11.11.2024 | 3.05% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'745 | 199'745 | 64'769 CHF | 66'767 CHF | 100.00% | 100.00% |
08.11.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 205'000 | 205'000 | 203'525 | 203'525 | 78'260 CHF | 80'295 CHF | 98.50% | 98.50% |
07.11.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 195'140 | 195'140 | 54'257 CHF | 56'209 CHF | 100.00% | 100.00% |