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 | 2.81% | 0.36 CHF | 0.37 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 59'626 CHF | 61'326 CHF | 100.00% | 100.00% |
19.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 58'247 CHF | 59'947 CHF | 100.00% | 100.00% |
18.11.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 59'457 CHF | 61'157 CHF | 100.00% | 100.00% |
15.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 60'915 CHF | 62'615 CHF | 100.00% | 100.00% |
14.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 64'478 CHF | 66'178 CHF | 99.33% | 99.33% |
13.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 170'000 | 170'000 | 171'308 | 171'308 | 73'209 CHF | 74'922 CHF | 100.00% | 100.00% |
12.11.2024 | 2.49% | 0.43 CHF | 0.44 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 67'492 CHF | 69'192 CHF | 100.00% | 100.00% |
11.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 61'552 CHF | 63'252 CHF | 99.93% | 99.93% |
08.11.2024 | 2.78% | 0.38 CHF | 0.39 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 60'448 CHF | 62'148 CHF | 100.00% | 100.00% |
07.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 55'671 CHF | 57'371 CHF | 100.00% | 100.00% |