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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.21% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'740 | 175'740 | 53'971 CHF | 55'729 CHF | 98.84% | 98.84% |
20.11.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'526 | 200'526 | 54'148 CHF | 56'153 CHF | 99.09% | 99.09% |
19.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 192'543 | 192'541 | 54'630 CHF | 56'555 CHF | 97.44% | 97.44% |
18.11.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 203'871 | 203'871 | 51'522 CHF | 53'561 CHF | 99.31% | 99.31% |
15.11.2024 | 3.51% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 190'833 | 190'833 | 53'411 CHF | 55'319 CHF | 98.52% | 98.52% |
14.11.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 181'133 | 181'133 | 52'563 CHF | 54'374 CHF | 99.28% | 99.28% |
13.11.2024 | 3.13% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 157'884 | 157'884 | 49'739 CHF | 51'318 CHF | 98.44% | 98.44% |
12.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 88'000 | 88'000 | 87'663 | 87'663 | 26'975 CHF | 27'852 CHF | 98.78% | 98.78% |
11.11.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'411 | 75'411 | 27'207 CHF | 27'961 CHF | 99.30% | 99.30% |
08.11.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'367 CHF | 27'997 CHF | 99.42% | 99.42% |