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 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 52'239 CHF | 53'439 CHF | 99.44% | 99.44% |
19.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'150 CHF | 57'350 CHF | 100.00% | 100.00% |
18.11.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 54'018 CHF | 55'218 CHF | 99.88% | 99.88% |
15.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 55'226 CHF | 56'426 CHF | 100.00% | 100.00% |
14.11.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'974 CHF | 58'174 CHF | 98.57% | 98.57% |
13.11.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'343 CHF | 57'543 CHF | 100.00% | 100.00% |
12.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 51'447 CHF | 52'647 CHF | 99.88% | 99.88% |
11.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 49'455 CHF | 50'655 CHF | 100.00% | 100.00% |
08.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 50'321 CHF | 51'521 CHF | 99.05% | 99.05% |
07.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 47'918 CHF | 49'118 CHF | 100.00% | 100.00% |