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 | 3.35% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'653 | 176'653 | 51'854 CHF | 53'620 CHF | 99.97% | 99.97% |
19.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 189'982 | 189'983 | 53'313 CHF | 55'213 CHF | 99.83% | 99.83% |
18.11.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 177'057 | 177'057 | 54'911 CHF | 56'682 CHF | 99.88% | 99.88% |
15.11.2024 | 3.18% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 172'280 | 172'280 | 53'253 CHF | 54'976 CHF | 100.00% | 100.00% |
14.11.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 188'109 | 188'110 | 53'838 CHF | 55'720 CHF | 99.64% | 99.64% |
13.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 203'874 | 203'875 | 52'585 CHF | 54'624 CHF | 99.96% | 99.96% |
12.11.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 221'022 | 221'024 | 52'625 CHF | 54'836 CHF | 99.78% | 99.78% |
11.11.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 173'168 | 173'169 | 54'534 CHF | 56'266 CHF | 99.80% | 99.80% |
08.11.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 176'297 | 176'298 | 53'760 CHF | 55'523 CHF | 99.81% | 99.81% |
07.11.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'559 | 175'559 | 53'536 CHF | 55'292 CHF | 99.89% | 99.89% |