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 | 2.13% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'995 CHF | 59'245 CHF | 100.00% | 100.00% |
19.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'323 | 124'323 | 54'218 CHF | 55'461 CHF | 98.96% | 98.96% |
18.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 110'970 | 110'970 | 55'088 CHF | 56'198 CHF | 99.94% | 99.94% |
15.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 122'640 | 122'640 | 59'668 CHF | 60'895 CHF | 100.00% | 100.00% |
14.11.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'620 | 125'620 | 55'724 CHF | 56'981 CHF | 100.00% | 100.00% |
13.11.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 128'274 | 128'274 | 53'973 CHF | 55'255 CHF | 100.00% | 100.00% |
12.11.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'408 CHF | 57'658 CHF | 99.98% | 99.98% |
11.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'314 CHF | 60'564 CHF | 100.00% | 100.00% |
08.11.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'120 CHF | 56'370 CHF | 98.94% | 98.94% |
07.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 120'144 | 120'144 | 58'871 CHF | 60'073 CHF | 85.84% | 85.84% |