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 | 3.03% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 172'811 | 172'813 | 56'184 CHF | 57'912 CHF | 99.97% | 99.97% |
19.11.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 171'980 | 171'980 | 54'118 CHF | 55'837 CHF | 99.79% | 99.79% |
18.11.2024 | 2.85% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 156'501 | 156'501 | 54'201 CHF | 55'766 CHF | 99.88% | 99.88% |
15.11.2024 | 2.81% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 153'517 | 153'516 | 53'870 CHF | 55'405 CHF | 100.00% | 100.00% |
14.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 165'242 | 165'244 | 54'073 CHF | 55'726 CHF | 99.64% | 99.64% |
13.11.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 179'928 | 179'927 | 53'470 CHF | 55'269 CHF | 99.96% | 99.96% |
12.11.2024 | 3.56% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 192'156 | 192'157 | 53'029 CHF | 54'951 CHF | 99.76% | 99.76% |
11.11.2024 | 2.63% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 144'551 | 144'550 | 54'174 CHF | 55'620 CHF | 99.80% | 99.80% |
08.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'597 CHF | 57'097 CHF | 99.81% | 99.81% |
07.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'558 | 150'558 | 56'196 CHF | 57'702 CHF | 99.89% | 99.89% |