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 | 3.55% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 197'073 | 197'073 | 54'609 CHF | 56'580 CHF | 100.00% | 100.00% |
19.11.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 178'217 | 178'217 | 52'985 CHF | 54'767 CHF | 99.20% | 99.20% |
18.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'367 CHF | 56'367 CHF | 99.89% | 99.89% |
15.11.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'858 | 199'858 | 53'882 CHF | 55'881 CHF | 100.00% | 100.00% |
14.11.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 175'263 | 175'264 | 51'260 CHF | 53'013 CHF | 100.00% | 100.00% |
13.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'138 | 175'138 | 53'678 CHF | 55'430 CHF | 100.00% | 100.00% |
12.11.2024 | 3.71% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 199'743 | 199'743 | 52'955 CHF | 54'952 CHF | 99.69% | 99.69% |
11.11.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'392 CHF | 55'392 CHF | 99.85% | 99.85% |
08.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 196'358 | 196'358 | 55'090 CHF | 57'054 CHF | 100.00% | 100.00% |
07.11.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'468 CHF | 56'468 CHF | 99.90% | 99.90% |