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 | 3.52% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 195'134 | 195'134 | 54'526 CHF | 56'477 CHF | 99.50% | 99.50% |
19.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'532 | 175'532 | 51'419 CHF | 53'174 CHF | 96.06% | 96.06% |
18.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'499 CHF | 54'499 CHF | 98.47% | 98.47% |
15.11.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 181'947 | 181'947 | 51'957 CHF | 53'776 CHF | 99.17% | 99.17% |
14.11.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'795 CHF | 53'545 CHF | 99.39% | 99.39% |
13.11.2024 | 3.06% | 0.29 CHF | 0.30 CHF | 175'000 | 165'000 | 155'965 | 155'965 | 50'212 CHF | 51'771 CHF | 97.51% | 97.51% |
12.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 88'000 | 88'000 | 87'526 | 87'526 | 27'538 CHF | 28'414 CHF | 99.14% | 99.14% |
11.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'274 | 75'274 | 27'526 CHF | 28'279 CHF | 98.13% | 98.13% |
08.11.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 66'783 | 66'783 | 28'649 CHF | 29'317 CHF | 99.41% | 99.41% |
07.11.2024 | 2.73% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'314 | 75'314 | 27'273 CHF | 28'026 CHF | 98.81% | 98.81% |