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 | 3.48% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 192'863 | 192'857 | 54'359 CHF | 56'286 CHF | 99.48% | 99.48% |
19.11.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 202'263 | 202'263 | 51'571 CHF | 53'594 CHF | 99.22% | 99.22% |
18.11.2024 | 3.34% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 179'508 | 179'508 | 52'870 CHF | 54'665 CHF | 99.25% | 99.25% |
15.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'884 | 174'884 | 53'541 CHF | 55'289 CHF | 99.32% | 99.32% |
14.11.2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 130'438 | 130'431 | 51'248 CHF | 52'550 CHF | 99.17% | 99.17% |
13.11.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 115'007 | 115'007 | 46'558 CHF | 47'708 CHF | 99.06% | 99.06% |
12.11.2024 | 2.50% | 0.43 CHF | 0.44 CHF | 63'000 | 63'000 | 69'674 | 69'678 | 27'532 CHF | 28'230 CHF | 99.10% | 99.10% |
11.11.2024 | 3.44% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 95'634 | 95'634 | 27'457 CHF | 28'413 CHF | 99.31% | 99.31% |
08.11.2024 | 5.12% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 138'166 | 138'166 | 26'271 CHF | 27'653 CHF | 99.30% | 99.30% |
07.11.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 138'000 | 138'000 | 148'111 | 148'111 | 26'933 CHF | 28'414 CHF | 99.28% | 99.28% |