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 | 2.86% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'959 CHF | 70'959 CHF | 99.54% | 99.54% |
19.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'833 CHF | 70'833 CHF | 99.52% | 99.52% |
18.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'734 CHF | 66'734 CHF | 99.47% | 99.47% |
15.11.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'401 CHF | 65'401 CHF | 98.91% | 98.91% |
14.11.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 59'873 CHF | 61'623 CHF | 99.44% | 99.50% |
13.11.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'834 CHF | 71'834 CHF | 99.47% | 99.47% |
12.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'686 CHF | 65'686 CHF | 99.55% | 99.55% |
11.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'453 CHF | 65'453 CHF | 99.52% | 99.52% |
08.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 72'610 CHF | 74'860 CHF | 99.52% | 99.52% |
07.11.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'293 CHF | 59'293 CHF | 99.45% | 99.52% |