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 | 2.11% | 0.50 CHF | 0.51 CHF | 230'000 | 230'000 | 102'882 | 102'882 | 49'738 CHF | 50'769 CHF | 99.90% | 99.90% |
19.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 230'000 | 230'000 | 95'363 | 95'363 | 42'990 CHF | 43'946 CHF | 100.00% | 100.00% |
18.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 225'000 | 225'000 | 102'724 | 102'724 | 48'831 CHF | 49'860 CHF | 99.90% | 99.90% |
15.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 225'000 | 225'000 | 92'068 | 92'068 | 42'824 CHF | 43'747 CHF | 100.00% | 100.00% |
14.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 225'000 | 225'000 | 100'777 | 100'777 | 47'371 CHF | 48'380 CHF | 100.00% | 100.00% |
13.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 230'000 | 230'000 | 103'646 | 103'646 | 51'336 CHF | 52'375 CHF | 98.61% | 99.78% |
12.11.2024 | 2.19% | 0.49 CHF | 0.50 CHF | 230'000 | 230'000 | 101'324 | 101'324 | 46'828 CHF | 47'843 CHF | 100.00% | 100.00% |
11.11.2024 | 5.78% | 0.45 CHF | 0.46 CHF | 225'000 | 225'000 | 56'507 | 56'507 | 26'701 CHF | 28'211 CHF | 99.57% | 99.57% |
08.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 235'000 | 235'000 | 106'758 | 106'758 | 55'105 CHF | 56'175 CHF | 98.52% | 98.52% |
07.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 240'000 | 240'000 | 106'174 | 106'174 | 55'117 CHF | 56'181 CHF | 100.00% | 100.00% |