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 | 2.06% | 0.48 CHF | 0.49 CHF | 185'000 | 185'000 | 180'063 | 180'063 | 86'445 CHF | 88'246 CHF | 100.00% | 100.00% |
19.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 185'000 | 185'000 | 179'861 | 179'861 | 86'790 CHF | 88'589 CHF | 100.00% | 100.00% |
18.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 185'000 | 185'000 | 180'087 | 180'087 | 87'042 CHF | 88'843 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 185'000 | 185'000 | 179'872 | 179'872 | 88'212 CHF | 90'011 CHF | 100.00% | 100.00% |
14.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 185'000 | 185'000 | 182'211 | 182'211 | 92'728 CHF | 94'550 CHF | 99.39% | 99.39% |
13.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 185'000 | 185'000 | 180'538 | 180'538 | 89'483 CHF | 91'288 CHF | 100.00% | 100.00% |
12.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 185'000 | 185'000 | 179'309 | 179'309 | 88'441 CHF | 90'235 CHF | 98.86% | 100.00% |
11.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 181'000 | 181'000 | 172'557 | 172'557 | 79'462 CHF | 81'188 CHF | 99.93% | 99.93% |
08.11.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 177'000 | 177'000 | 168'895 | 168'895 | 73'203 CHF | 74'892 CHF | 100.00% | 100.00% |
07.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 165'000 | 165'000 | 162'852 | 162'852 | 64'331 CHF | 65'960 CHF | 98.41% | 98.41% |