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 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'897 CHF | 54'147 CHF | 99.39% | 99.39% |
19.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'314 CHF | 54'564 CHF | 97.33% | 97.33% |
18.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'123 CHF | 52'373 CHF | 99.29% | 99.29% |
15.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'379 CHF | 52'629 CHF | 99.37% | 99.37% |
14.11.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'206 CHF | 56'456 CHF | 99.35% | 99.35% |
13.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'769 CHF | 58'019 CHF | 99.36% | 99.36% |
12.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'731 CHF | 52'981 CHF | 99.07% | 99.07% |
11.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 129'461 | 129'461 | 51'623 CHF | 52'917 CHF | 99.26% | 99.26% |
08.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'101 CHF | 52'351 CHF | 99.38% | 99.38% |
07.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'005 CHF | 53'255 CHF | 99.22% | 99.22% |