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 | 3.50% | 0.26 CHF | 0.27 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 185'426 CHF | 192'026 CHF | 99.42% | 99.42% |
19.11.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 193'670 CHF | 200'270 CHF | 100.00% | 100.00% |
18.11.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 710'000 | 710'000 | 710'000 | 710'000 | 203'611 CHF | 210'711 CHF | 99.26% | 99.26% |
15.11.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 720'000 | 720'000 | 720'000 | 720'000 | 210'843 CHF | 218'043 CHF | 98.67% | 98.67% |
14.11.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 191'620 CHF | 198'420 CHF | 100.00% | 100.00% |
13.11.2024 | 3.05% | 0.30 CHF | 0.31 CHF | 650'000 | 650'000 | 650'000 | 650'000 | 210'004 CHF | 216'504 CHF | 99.08% | 99.08% |
12.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 211'335 CHF | 217'735 CHF | 99.81% | 99.81% |
11.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 211'229 CHF | 217'229 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 241'480 CHF | 247'280 CHF | 100.00% | 100.00% |
07.11.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 257'436 CHF | 263'436 CHF | 99.96% | 99.96% |