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 | 3.29% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'260 | 175'260 | 52'353 CHF | 54'105 CHF | 99.39% | 99.39% |
19.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'827 | 174'827 | 55'292 CHF | 57'040 CHF | 99.28% | 99.28% |
18.11.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 181'996 | 181'996 | 52'906 CHF | 54'726 CHF | 99.28% | 99.28% |
15.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'523 | 175'523 | 51'717 CHF | 53'473 CHF | 99.38% | 99.38% |
14.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'829 | 176'829 | 52'981 CHF | 54'749 CHF | 99.35% | 99.35% |
13.11.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 168'172 | 168'172 | 55'806 CHF | 57'487 CHF | 99.39% | 99.39% |
12.11.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 162'045 | 162'045 | 52'996 CHF | 54'617 CHF | 99.05% | 99.05% |
11.11.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 221'591 | 221'591 | 52'964 CHF | 55'180 CHF | 99.27% | 99.27% |
08.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 214'052 | 214'052 | 52'362 CHF | 54'502 CHF | 99.38% | 99.38% |
07.11.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 240'325 | 240'325 | 52'725 CHF | 55'128 CHF | 99.27% | 99.27% |