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 | 2.21% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 49'220 CHF | 50'320 CHF | 99.63% | 99.63% |
19.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 47'456 CHF | 48'556 CHF | 99.82% | 99.82% |
18.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 47'747 CHF | 48'847 CHF | 99.69% | 99.69% |
15.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 47'240 CHF | 48'340 CHF | 100.00% | 100.00% |
14.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 46'047 CHF | 47'147 CHF | 99.95% | 99.95% |
13.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 45'829 CHF | 46'929 CHF | 99.43% | 99.43% |
12.11.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 48'283 CHF | 49'383 CHF | 99.50% | 99.50% |
11.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 48'356 CHF | 49'406 CHF | 99.91% | 99.91% |
08.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 49'196 CHF | 50'296 CHF | 98.84% | 98.84% |
07.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 106'409 | 106'409 | 47'934 CHF | 48'998 CHF | 99.43% | 99.43% |