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 | 1.95% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 66'901 | 66'901 | 34'419 CHF | 35'090 CHF | 99.90% | 99.90% |
19.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 66'148 | 66'148 | 34'936 CHF | 35'599 CHF | 99.86% | 99.86% |
18.11.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 145'000 | 145'000 | 65'032 | 65'032 | 35'078 CHF | 35'730 CHF | 99.90% | 99.90% |
15.11.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 145'000 | 145'000 | 66'520 | 66'520 | 34'056 CHF | 34'722 CHF | 100.00% | 100.00% |
14.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 65'882 | 65'882 | 34'384 CHF | 35'044 CHF | 100.00% | 100.00% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 67'159 | 67'159 | 34'559 CHF | 35'232 CHF | 100.00% | 100.00% |
12.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 65'690 | 65'690 | 35'982 CHF | 36'640 CHF | 99.88% | 99.88% |
11.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 145'000 | 145'000 | 65'032 | 65'032 | 37'269 CHF | 37'921 CHF | 99.90% | 99.90% |
08.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 145'000 | 145'000 | 65'393 | 65'393 | 38'132 CHF | 38'787 CHF | 98.89% | 98.89% |
07.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 145'000 | 145'000 | 65'032 | 65'032 | 39'265 CHF | 39'916 CHF | 99.90% | 99.90% |