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 | 3.14% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'967 CHF | 56'717 CHF | 99.49% | 99.49% |
19.11.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'225 | 175'225 | 53'424 CHF | 55'176 CHF | 97.62% | 97.62% |
18.11.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 170'862 | 170'862 | 59'563 CHF | 61'272 CHF | 99.21% | 99.21% |
15.11.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 175'669 | 175'669 | 55'382 CHF | 57'139 CHF | 99.36% | 99.36% |
14.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 179'103 | 179'103 | 57'179 CHF | 58'970 CHF | 98.83% | 98.83% |
13.11.2024 | 3.28% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 173'902 | 173'902 | 52'079 CHF | 53'818 CHF | 98.28% | 98.28% |
12.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 97'220 | 97'220 | 29'259 CHF | 30'231 CHF | 98.93% | 98.93% |
11.11.2024 | 3.86% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 110'846 | 110'846 | 28'177 CHF | 29'285 CHF | 98.87% | 98.87% |
08.11.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 128'056 | 128'056 | 28'190 CHF | 29'470 CHF | 99.41% | 99.41% |
07.11.2024 | 3.70% | 0.24 CHF | 0.25 CHF | 113'000 | 113'000 | 106'293 | 106'293 | 28'140 CHF | 29'203 CHF | 98.79% | 98.79% |