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 | 3.10% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'566 CHF | 57'316 CHF | 99.39% | 99.39% |
19.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'047 | 174'046 | 55'297 CHF | 57'037 CHF | 99.29% | 99.29% |
18.11.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 202'385 | 202'385 | 53'043 CHF | 55'067 CHF | 99.28% | 99.28% |
15.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 216'499 | 216'500 | 53'018 CHF | 55'183 CHF | 99.38% | 99.38% |
14.11.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 192'234 | 192'234 | 53'250 CHF | 55'172 CHF | 99.35% | 99.35% |
13.11.2024 | 3.67% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 197'411 | 197'411 | 52'831 CHF | 54'805 CHF | 99.38% | 99.38% |
12.11.2024 | 4.60% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 248'921 | 248'921 | 52'942 CHF | 55'431 CHF | 99.08% | 99.08% |
11.11.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 328'983 | 328'983 | 52'029 CHF | 55'319 CHF | 99.28% | 99.28% |
08.11.2024 | 6.14% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 330'021 | 330'021 | 52'078 CHF | 55'378 CHF | 99.39% | 99.39% |
07.11.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 410'088 | 410'087 | 51'759 CHF | 55'860 CHF | 99.27% | 99.27% |