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% | 0.49 CHF | 0.50 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 86'392 CHF | 88'192 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 90'052 CHF | 91'852 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 84'874 CHF | 86'674 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 86'089 CHF | 87'889 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 180'000 | 180'000 | 181'849 | 181'849 | 97'252 CHF | 99'070 CHF | 99.39% | 99.39% |
13.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 112'529 CHF | 114'429 CHF | 100.00% | 100.00% |
12.11.2024 | 1.81% | 0.60 CHF | 0.61 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 99'694 CHF | 101'514 CHF | 100.00% | 100.00% |
11.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 88'364 CHF | 90'164 CHF | 99.93% | 99.93% |
08.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 88'845 CHF | 90'645 CHF | 100.00% | 100.00% |
07.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 170'000 | 170'000 | 171'563 | 171'563 | 76'909 CHF | 78'625 CHF | 100.00% | 100.00% |