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 | 2.75% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'878 CHF | 55'378 CHF | 99.38% | 99.38% |
19.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 152'123 | 152'123 | 52'411 CHF | 53'932 CHF | 99.25% | 99.25% |
18.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 163'872 | 163'872 | 54'687 CHF | 56'326 CHF | 99.26% | 99.26% |
15.11.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'534 | 174'534 | 54'420 CHF | 56'165 CHF | 99.39% | 99.39% |
14.11.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 153'393 | 153'393 | 53'664 CHF | 55'198 CHF | 99.35% | 99.35% |
13.11.2024 | 3.11% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 169'766 | 169'766 | 53'864 CHF | 55'561 CHF | 99.37% | 99.37% |
12.11.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 204'653 | 204'653 | 51'346 CHF | 53'393 CHF | 99.10% | 99.10% |
11.11.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'242 | 213'242 | 52'345 CHF | 54'478 CHF | 99.30% | 99.30% |
08.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 206'438 | 206'438 | 51'151 CHF | 53'215 CHF | 99.38% | 99.38% |
07.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'148 | 249'148 | 51'831 CHF | 54'323 CHF | 99.27% | 99.27% |