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 | 2.44% | 0.39 CHF | 0.40 CHF | 160'000 | 160'000 | 159'223 | 159'223 | 65'111 CHF | 66'711 CHF | 99.77% | 99.77% |
19.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 160'000 | 160'000 | 158'230 | 158'230 | 62'667 CHF | 64'267 CHF | 99.80% | 99.80% |
18.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 160'000 | 160'000 | 159'187 | 159'187 | 65'462 CHF | 67'062 CHF | 100.00% | 100.00% |
15.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 160'000 | 160'000 | 159'190 | 159'190 | 69'434 CHF | 71'034 CHF | 99.75% | 99.75% |
14.11.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 160'000 | 160'000 | 158'715 | 158'715 | 67'253 CHF | 68'853 CHF | 99.70% | 99.70% |
13.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 160'000 | 160'000 | 159'629 | 159'629 | 63'541 CHF | 65'141 CHF | 99.68% | 99.68% |
12.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 160'000 | 160'000 | 158'763 | 158'763 | 69'809 CHF | 71'409 CHF | 99.55% | 99.55% |
11.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 160'000 | 160'000 | 159'244 | 159'244 | 69'704 CHF | 71'304 CHF | 99.85% | 99.85% |
08.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 160'000 | 160'000 | 158'846 | 158'846 | 64'969 CHF | 66'569 CHF | 98.57% | 98.57% |
07.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 160'000 | 160'000 | 159'052 | 159'052 | 67'023 CHF | 68'623 CHF | 99.97% | 99.97% |