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 | 3.55% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'305 CHF | 57'305 CHF | 99.07% | 99.07% |
19.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 198'884 | 198'884 | 54'873 CHF | 56'862 CHF | 95.93% | 95.93% |
18.11.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'271 CHF | 56'271 CHF | 99.32% | 99.32% |
15.11.2024 | 3.83% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'271 CHF | 53'271 CHF | 99.45% | 99.45% |
14.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'144 CHF | 56'144 CHF | 99.11% | 99.11% |
13.11.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 178'090 | 178'090 | 48'025 CHF | 49'806 CHF | 98.76% | 98.76% |
12.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 99'678 | 99'678 | 26'941 CHF | 27'938 CHF | 99.09% | 99.09% |
11.11.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 88'000 | 88'000 | 95'775 | 95'775 | 25'315 CHF | 26'273 CHF | 99.32% | 99.32% |