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 | 3.17% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'397 CHF | 56'147 CHF | 99.18% | 99.18% |
19.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 170'525 | 170'525 | 54'121 CHF | 55'826 CHF | 99.34% | 99.34% |
18.11.2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 144'272 | 144'272 | 54'834 CHF | 56'277 CHF | 99.37% | 99.37% |
15.11.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'384 CHF | 56'634 CHF | 99.48% | 99.48% |
14.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'761 CHF | 59'011 CHF | 99.44% | 99.44% |
13.11.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'847 | 125'847 | 49'052 CHF | 50'310 CHF | 98.75% | 98.75% |
12.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 63'000 | 63'000 | 68'833 | 68'833 | 27'077 CHF | 27'765 CHF | 99.03% | 99.03% |
11.11.2024 | 3.88% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 104'402 | 104'401 | 26'390 CHF | 27'434 CHF | 98.86% | 98.86% |
08.11.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 115'533 | 115'533 | 26'342 CHF | 27'498 CHF | 99.49% | 99.49% |
07.11.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 113'000 | 113'000 | 106'843 | 106'843 | 25'761 CHF | 26'830 CHF | 99.20% | 99.20% |