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 | 3.02% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 168'814 | 168'814 | 55'082 CHF | 56'770 CHF | 99.43% | 99.43% |
19.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'337 | 171'337 | 55'545 CHF | 57'258 CHF | 99.31% | 99.31% |
18.11.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'890 CHF | 55'640 CHF | 99.09% | 99.09% |
15.11.2024 | 3.37% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 179'151 | 179'151 | 52'231 CHF | 54'022 CHF | 99.46% | 99.46% |
14.11.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'804 CHF | 57'554 CHF | 98.85% | 98.85% |
13.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 156'163 | 156'163 | 48'304 CHF | 49'866 CHF | 98.76% | 98.76% |
12.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 88'000 | 88'000 | 87'650 | 87'650 | 27'467 CHF | 28'344 CHF | 98.82% | 98.82% |
11.11.2024 | 3.23% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 86'346 | 86'346 | 26'273 CHF | 27'137 CHF | 99.01% | 99.01% |
08.11.2024 | 3.69% | 0.30 CHF | 0.31 CHF | 88'000 | 88'000 | 98'210 | 98'210 | 26'158 CHF | 27'140 CHF | 99.30% | 99.30% |
07.11.2024 | 3.47% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 92'029 | 92'029 | 26'022 CHF | 26'942 CHF | 99.23% | 99.23% |