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 | 2.37% | 0.42 CHF | 0.43 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 75'052 CHF | 76'852 CHF | 100.00% | 100.00% |
19.11.2024 | 2.27% | 0.41 CHF | 0.42 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 78'404 CHF | 80'204 CHF | 100.00% | 100.00% |
18.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 73'359 CHF | 75'159 CHF | 100.00% | 100.00% |
15.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 74'419 CHF | 76'219 CHF | 100.00% | 100.00% |
14.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 85'447 CHF | 87'265 CHF | 99.33% | 99.33% |
13.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 100'259 CHF | 102'159 CHF | 100.00% | 100.00% |
12.11.2024 | 2.06% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 87'805 CHF | 89'624 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 76'823 CHF | 78'623 CHF | 99.93% | 99.93% |
08.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 77'263 CHF | 79'062 CHF | 100.00% | 100.00% |
07.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 171'560 | 171'560 | 65'898 CHF | 67'614 CHF | 100.00% | 100.00% |