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 | 3.04% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'325 | 175'325 | 56'907 CHF | 58'660 CHF | 99.80% | 99.80% |
19.11.2024 | 3.64% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'656 | 198'656 | 53'719 CHF | 55'706 CHF | 99.72% | 99.72% |
18.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 189'837 | 189'837 | 53'813 CHF | 55'712 CHF | 99.70% | 99.70% |
15.11.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 179'328 | 179'328 | 52'534 CHF | 54'327 CHF | 99.80% | 99.80% |
14.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'011 CHF | 56'761 CHF | 99.80% | 99.80% |
13.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'548 CHF | 56'298 CHF | 99.80% | 99.80% |
12.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 183'544 | 183'544 | 53'529 CHF | 55'364 CHF | 99.50% | 99.50% |
11.11.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 50'919 CHF | 52'669 CHF | 99.70% | 99.70% |
08.11.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 177'081 | 177'081 | 51'454 CHF | 53'224 CHF | 99.81% | 99.81% |
07.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 168'218 | 168'217 | 55'466 CHF | 57'148 CHF | 95.68% | 95.68% |