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 | 3.15% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'007 | 175'007 | 54'780 CHF | 56'530 CHF | 99.45% | 99.45% |
19.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 154'297 | 154'297 | 52'599 CHF | 54'142 CHF | 98.52% | 98.52% |
18.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 174'047 | 174'047 | 56'106 CHF | 57'846 CHF | 99.36% | 99.36% |
15.11.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 169'371 | 169'372 | 56'128 CHF | 57'822 CHF | 99.48% | 99.48% |
14.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'444 | 151'444 | 51'646 CHF | 53'160 CHF | 99.27% | 99.27% |
13.11.2024 | 3.33% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 155'859 | 155'859 | 46'160 CHF | 47'719 CHF | 99.20% | 99.20% |