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 | 2.23% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'495 CHF | 56'745 CHF | 99.39% | 99.39% |
19.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'888 CHF | 59'138 CHF | 98.13% | 98.13% |
18.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'454 CHF | 55'704 CHF | 99.28% | 99.28% |
15.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'065 CHF | 56'315 CHF | 99.39% | 99.39% |
14.11.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'801 CHF | 57'051 CHF | 99.36% | 99.36% |
13.11.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'921 CHF | 61'171 CHF | 99.38% | 99.38% |
12.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 120'620 | 120'620 | 57'177 CHF | 58'383 CHF | 99.02% | 99.02% |
11.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 148'426 | 148'426 | 56'565 CHF | 58'050 CHF | 99.27% | 99.27% |
08.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 144'393 | 144'393 | 55'729 CHF | 57'173 CHF | 99.37% | 99.37% |
07.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 148'967 | 148'966 | 53'390 CHF | 54'879 CHF | 99.27% | 99.27% |