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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 68'828 CHF | 70'628 CHF | 100.00% | 100.00% |
20.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 69'230 CHF | 71'030 CHF | 100.00% | 100.00% |
19.11.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 72'588 CHF | 74'388 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 67'455 CHF | 69'255 CHF | 100.00% | 100.00% |
15.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 68'544 CHF | 70'344 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 180'000 | 180'000 | 181'847 | 181'847 | 79'641 CHF | 81'460 CHF | 99.39% | 99.39% |
13.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 94'242 CHF | 96'142 CHF | 100.00% | 100.00% |
12.11.2024 | 2.20% | 0.50 CHF | 0.51 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 82'010 CHF | 83'830 CHF | 100.00% | 100.00% |
11.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 70'932 CHF | 72'732 CHF | 99.93% | 99.93% |
08.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 180'000 | 180'000 | 179'990 | 179'990 | 71'365 CHF | 73'165 CHF | 100.00% | 100.00% |