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 | 3.01% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 171'870 | 171'870 | 56'216 CHF | 57'935 CHF | 100.00% | 100.00% |
19.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 176'695 | 176'695 | 52'980 CHF | 54'747 CHF | 99.91% | 99.91% |
18.11.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'343 CHF | 57'093 CHF | 99.89% | 99.89% |
15.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'940 CHF | 56'690 CHF | 100.00% | 100.00% |
14.11.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'195 | 175'195 | 52'923 CHF | 54'675 CHF | 100.00% | 100.00% |
13.11.2024 | 3.27% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 180'167 | 180'167 | 54'220 CHF | 56'022 CHF | 100.00% | 100.00% |
12.11.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 154'932 | 154'932 | 52'490 CHF | 54'039 CHF | 99.65% | 99.65% |
11.11.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'068 CHF | 55'568 CHF | 99.88% | 99.88% |
08.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'421 CHF | 54'921 CHF | 100.00% | 100.00% |
07.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'739 | 149'739 | 57'242 CHF | 58'739 CHF | 99.86% | 99.86% |