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 | 2.19% | 0.44 CHF | 0.45 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 76'770 CHF | 78'470 CHF | 100.00% | 100.00% |
19.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 78'083 CHF | 79'783 CHF | 100.00% | 100.00% |
18.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 77'167 CHF | 78'867 CHF | 100.00% | 100.00% |
15.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 76'638 CHF | 78'338 CHF | 100.00% | 100.00% |
14.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 73'007 CHF | 74'707 CHF | 99.33% | 99.33% |
13.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 170'000 | 170'000 | 171'307 | 171'307 | 65'943 CHF | 67'656 CHF | 100.00% | 100.00% |
12.11.2024 | 2.37% | 0.38 CHF | 0.39 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 70'963 CHF | 72'663 CHF | 100.00% | 100.00% |
11.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 77'140 CHF | 78'840 CHF | 99.93% | 99.93% |
08.11.2024 | 2.13% | 0.44 CHF | 0.45 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 79'058 CHF | 80'758 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 84'529 CHF | 86'229 CHF | 100.00% | 100.00% |