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 | 3.62% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'767 | 199'767 | 54'201 CHF | 56'199 CHF | 99.02% | 99.02% |
19.11.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 171'190 | 171'190 | 56'223 CHF | 57'935 CHF | 98.57% | 98.57% |
18.11.2024 | 2.65% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'988 CHF | 57'488 CHF | 99.31% | 99.31% |
15.11.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 172'170 | 172'170 | 55'491 CHF | 57'212 CHF | 98.23% | 98.23% |
14.11.2024 | 3.51% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 192'182 | 192'182 | 53'847 CHF | 55'769 CHF | 98.78% | 98.78% |
13.11.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 165'387 | 165'387 | 47'348 CHF | 49'001 CHF | 99.15% | 99.15% |
12.11.2024 | 3.63% | 0.30 CHF | 0.31 CHF | 88'000 | 88'000 | 98'880 | 98'880 | 26'751 CHF | 27'740 CHF | 99.14% | 99.14% |
11.11.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 101'568 | 101'568 | 25'315 CHF | 26'331 CHF | 99.23% | 99.23% |
08.11.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 113'000 | 113'000 | 101'427 | 101'427 | 25'160 CHF | 26'174 CHF | 99.47% | 99.47% |
07.11.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 99'908 | 99'908 | 25'932 CHF | 26'931 CHF | 99.28% | 99.28% |