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 | 3.04% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 180'021 | 180'021 | 58'206 CHF | 60'006 CHF | 99.46% | 99.46% |
19.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'461 CHF | 58'461 CHF | 95.07% | 95.07% |
18.11.2024 | 3.63% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'133 CHF | 56'133 CHF | 99.38% | 99.38% |
15.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'649 CHF | 55'649 CHF | 98.69% | 98.69% |
14.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 199'902 | 199'902 | 61'796 CHF | 63'795 CHF | 98.75% | 98.75% |
13.11.2024 | 3.38% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 172'001 | 171'998 | 50'312 CHF | 52'031 CHF | 97.87% | 97.87% |
12.11.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'057 | 100'057 | 26'518 CHF | 27'518 CHF | 99.06% | 99.06% |
11.11.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 113'000 | 113'000 | 112'913 | 112'913 | 26'426 CHF | 27'555 CHF | 99.28% | 99.28% |
08.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 121'234 | 121'234 | 26'686 CHF | 27'898 CHF | 99.47% | 99.47% |
07.11.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 25'926 CHF | 27'176 CHF | 99.12% | 99.12% |