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 | 2.02% | 0.49 CHF | 0.50 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 88'260 CHF | 90'061 CHF | 100.00% | 100.00% |
19.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 185'000 | 185'000 | 179'863 | 179'863 | 88'658 CHF | 90'457 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 185'000 | 185'000 | 180'086 | 180'086 | 88'930 CHF | 90'731 CHF | 100.00% | 100.00% |
15.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 185'000 | 185'000 | 179'872 | 179'872 | 90'071 CHF | 91'870 CHF | 100.00% | 100.00% |
14.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 185'000 | 185'000 | 182'208 | 182'208 | 94'609 CHF | 96'431 CHF | 99.33% | 99.33% |
13.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 185'000 | 185'000 | 180'537 | 180'537 | 91'324 CHF | 93'129 CHF | 100.00% | 100.00% |
12.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 185'000 | 185'000 | 179'307 | 179'307 | 90'309 CHF | 92'102 CHF | 98.86% | 100.00% |
11.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 81'322 CHF | 83'048 CHF | 99.93% | 99.93% |
08.11.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 177'000 | 177'000 | 168'895 | 168'895 | 74'948 CHF | 76'637 CHF | 100.00% | 100.00% |
07.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 165'000 | 165'000 | 162'851 | 162'851 | 66'032 CHF | 67'661 CHF | 98.41% | 98.41% |