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 | 3.33% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 221'019 | 221'019 | 65'353 CHF | 67'563 CHF | 92.51% | 92.51% |
19.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 227'582 | 227'582 | 70'514 CHF | 72'789 CHF | 95.72% | 95.72% |
18.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 220'000 | 220'000 | 219'059 | 219'059 | 63'434 CHF | 65'625 CHF | 96.44% | 96.44% |
15.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 219'060 | 219'060 | 64'427 CHF | 66'617 CHF | 96.47% | 96.47% |
14.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 220'000 | 220'000 | 223'133 | 223'133 | 69'206 CHF | 71'437 CHF | 94.11% | 94.11% |
13.11.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 230'000 | 230'000 | 221'058 | 221'058 | 66'754 CHF | 68'964 CHF | 93.92% | 93.92% |
12.11.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 220'842 | 220'842 | 67'012 CHF | 69'220 CHF | 95.39% | 95.39% |
11.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 220'000 | 220'000 | 219'077 | 219'077 | 57'841 CHF | 60'031 CHF | 98.26% | 98.26% |
08.11.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 219'044 | 219'044 | 62'587 CHF | 64'778 CHF | 94.94% | 94.94% |
07.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 220'000 | 220'000 | 219'049 | 219'049 | 58'579 CHF | 60'770 CHF | 95.37% | 95.37% |