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% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 164'164 | 164'164 | 68'445 CHF | 70'086 CHF | 99.97% | 99.97% |
19.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 71'294 CHF | 73'044 CHF | 99.82% | 99.82% |
18.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 71'288 CHF | 73'038 CHF | 99.91% | 99.91% |
15.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 73'102 CHF | 74'852 CHF | 100.00% | 100.00% |
14.11.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 175'000 | 175'000 | 171'067 | 171'065 | 71'237 CHF | 72'947 CHF | 99.55% | 99.55% |
13.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 69'585 CHF | 71'085 CHF | 99.95% | 99.95% |
12.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 163'055 | 163'057 | 73'718 CHF | 75'349 CHF | 99.77% | 99.77% |
11.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 73'879 CHF | 75'629 CHF | 99.81% | 99.81% |
08.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 72'305 CHF | 74'055 CHF | 99.81% | 99.81% |
07.11.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 68'066 CHF | 69'816 CHF | 99.91% | 99.91% |