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 | 3.61% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 196'135 | 196'135 | 53'372 CHF | 55'334 CHF | 99.47% | 99.47% |
19.11.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'602 CHF | 55'602 CHF | 97.77% | 97.77% |
18.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 195'124 | 195'124 | 54'732 CHF | 56'683 CHF | 99.37% | 99.37% |
15.11.2024 | 3.87% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'069 | 200'069 | 50'689 CHF | 52'690 CHF | 97.84% | 97.84% |
14.11.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 228'142 | 228'142 | 52'373 CHF | 54'654 CHF | 99.42% | 99.42% |
13.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 203'800 | 203'800 | 46'702 CHF | 48'740 CHF | 98.32% | 98.32% |
12.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 26'366 CHF | 27'616 CHF | 99.15% | 99.15% |
11.11.2024 | 5.10% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 138'736 | 138'736 | 26'480 CHF | 27'867 CHF | 99.00% | 99.00% |
08.11.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 138'000 | 138'000 | 131'492 | 131'491 | 25'532 CHF | 26'847 CHF | 99.28% | 99.28% |
07.11.2024 | 4.78% | 0.19 CHF | 0.20 CHF | 138'000 | 138'000 | 127'328 | 127'328 | 26'010 CHF | 27'284 CHF | 98.63% | 98.63% |