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 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 52'593 CHF | 53'793 CHF | 99.49% | 99.49% |
19.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'437 CHF | 57'637 CHF | 100.00% | 100.00% |
18.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 54'227 CHF | 55'427 CHF | 99.90% | 99.90% |
15.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 55'554 CHF | 56'754 CHF | 100.00% | 100.00% |
14.11.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 57'249 CHF | 58'449 CHF | 98.52% | 98.52% |
13.11.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'684 CHF | 57'884 CHF | 100.00% | 100.00% |
12.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 51'665 CHF | 52'865 CHF | 99.88% | 99.88% |
11.11.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 49'754 CHF | 50'954 CHF | 100.00% | 100.00% |
08.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 50'619 CHF | 51'819 CHF | 99.04% | 99.04% |
07.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'265 CHF | 49'465 CHF | 99.04% | 99.04% |