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 | 2.16% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'429 CHF | 35'179 CHF | 100.00% | 100.00% |
19.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'601 CHF | 36'351 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'430 CHF | 36'180 CHF | 99.59% | 99.59% |
15.11.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'045 CHF | 34'795 CHF | 100.00% | 100.00% |
14.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'343 CHF | 32'093 CHF | 100.00% | 100.00% |
13.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'249 CHF | 32'999 CHF | 100.00% | 100.00% |
12.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'415 CHF | 32'165 CHF | 100.00% | 100.00% |
11.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'885 CHF | 31'635 CHF | 100.00% | 100.00% |
08.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'896 CHF | 32'646 CHF | 100.00% | 100.00% |
07.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'676 CHF | 33'426 CHF | 99.67% | 99.67% |