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 | 2.15% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'530 CHF | 58'780 CHF | 99.37% | 99.37% |
19.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'561 CHF | 58'811 CHF | 99.22% | 99.22% |
18.11.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 130'780 | 130'780 | 52'614 CHF | 53'922 CHF | 99.18% | 99.18% |
15.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 142'734 | 142'734 | 55'575 CHF | 57'002 CHF | 99.37% | 99.37% |
14.11.2024 | 2.18% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 123'247 | 123'247 | 56'092 CHF | 57'324 CHF | 99.34% | 99.34% |
13.11.2024 | 2.12% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 119'101 | 119'101 | 55'594 CHF | 56'785 CHF | 99.38% | 99.38% |
12.11.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 143'681 | 143'681 | 55'545 CHF | 56'982 CHF | 98.97% | 98.97% |
11.11.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 143'148 | 143'148 | 55'393 CHF | 56'824 CHF | 99.29% | 99.29% |
08.11.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 130'451 | 130'451 | 52'812 CHF | 54'117 CHF | 99.39% | 99.39% |
07.11.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 173'750 | 173'750 | 54'298 CHF | 56'036 CHF | 99.29% | 99.29% |