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 | 2.78% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'237 CHF | 54'737 CHF | 99.37% | 99.37% |
19.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 152'371 | 152'371 | 53'918 CHF | 55'442 CHF | 99.27% | 99.27% |
18.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'283 CHF | 57'033 CHF | 99.30% | 99.30% |
15.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 167'309 | 167'309 | 55'787 CHF | 57'460 CHF | 99.39% | 99.39% |
14.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 146'528 | 146'528 | 54'895 CHF | 56'361 CHF | 99.37% | 99.37% |
13.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 127'220 | 127'220 | 52'109 CHF | 53'382 CHF | 99.36% | 99.36% |
12.11.2024 | 2.85% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 154'580 | 154'580 | 53'390 CHF | 54'936 CHF | 99.03% | 99.03% |
11.11.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'225 CHF | 54'725 CHF | 99.26% | 99.26% |
08.11.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'434 | 150'434 | 54'438 CHF | 55'942 CHF | 99.39% | 99.39% |
07.11.2024 | 3.14% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 173'588 | 173'588 | 54'443 CHF | 56'179 CHF | 99.27% | 99.27% |