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 | 2.52% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'525 CHF | 80'525 CHF | 99.95% | 99.95% |
19.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'223 CHF | 81'223 CHF | 99.74% | 99.74% |
18.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'321 CHF | 76'321 CHF | 99.91% | 99.91% |
15.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'656 CHF | 75'656 CHF | 100.00% | 100.00% |
14.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 217'714 | 217'712 | 76'195 CHF | 78'371 CHF | 99.64% | 99.64% |
13.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 75'606 CHF | 77'856 CHF | 99.48% | 99.48% |
12.11.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 71'109 CHF | 73'359 CHF | 99.82% | 99.82% |
11.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 71'567 CHF | 73'817 CHF | 99.52% | 99.52% |
08.11.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 225'000 | 225'000 | 223'817 | 223'817 | 77'623 CHF | 79'861 CHF | 99.81% | 99.81% |
07.11.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 203'523 | 203'523 | 75'117 CHF | 77'153 CHF | 99.91% | 99.91% |