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 | 2.01% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 118'795 | 118'795 | 59'979 CHF | 61'169 CHF | 98.17% | 98.17% |
19.11.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 118'784 | 118'784 | 59'061 CHF | 60'250 CHF | 99.27% | 99.27% |
18.11.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 118'793 | 118'793 | 64'356 CHF | 65'545 CHF | 99.88% | 99.88% |
15.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 128'688 | 128'688 | 62'131 CHF | 63'419 CHF | 100.00% | 100.00% |
14.11.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 128'674 | 128'674 | 60'893 CHF | 62'181 CHF | 98.64% | 98.64% |
13.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 128'668 | 128'668 | 59'443 CHF | 60'731 CHF | 99.86% | 99.86% |
12.11.2024 | 2.02% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 118'772 | 118'772 | 59'588 CHF | 60'777 CHF | 98.89% | 98.89% |
11.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 125'928 | 125'928 | 67'022 CHF | 68'283 CHF | 100.00% | 100.00% |
08.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 128'664 | 128'664 | 64'695 CHF | 65'983 CHF | 99.03% | 99.03% |
07.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 118'781 | 118'781 | 66'828 CHF | 68'017 CHF | 99.92% | 99.92% |