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 | 3.25% | 0.27 CHF | 0.28 CHF | 132'942 | 75'000 | 131'437 | 75'000 | 39'891 CHF | 23'517 CHF | 100.00% | 100.00% |
19.11.2024 | 3.65% | 0.29 CHF | 0.30 CHF | 131'853 | 75'000 | 132'601 | 75'000 | 35'707 CHF | 20'948 CHF | 100.00% | 100.00% |
18.11.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 132'773 | 75'000 | 132'903 | 75'000 | 36'586 CHF | 21'399 CHF | 100.00% | 100.00% |
15.11.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 132'438 | 75'000 | 133'294 | 75'000 | 36'237 CHF | 21'146 CHF | 100.00% | 100.00% |
14.11.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 133'962 | 75'000 | 134'575 | 75'000 | 33'103 CHF | 19'202 CHF | 99.52% | 99.52% |
13.11.2024 | 4.45% | 0.20 CHF | 0.21 CHF | 135'760 | 75'000 | 134'475 | 74'138 | 30'172 CHF | 17'401 CHF | 98.35% | 98.35% |