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 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'022 CHF | 53'022 CHF | 99.38% | 99.38% |
19.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'795 | 100'795 | 52'018 CHF | 53'026 CHF | 99.28% | 99.28% |
18.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 61'214 CHF | 62'464 CHF | 99.26% | 99.26% |
15.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 115'198 | 115'198 | 56'800 CHF | 57'952 CHF | 99.39% | 99.39% |
14.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 123'375 | 123'375 | 60'459 CHF | 61'693 CHF | 99.38% | 99.38% |
13.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 121'599 | 121'599 | 59'151 CHF | 60'367 CHF | 99.37% | 99.37% |
12.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'973 CHF | 59'223 CHF | 99.07% | 99.07% |
11.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'146 CHF | 58'396 CHF | 99.26% | 99.26% |
08.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'504 CHF | 58'754 CHF | 99.39% | 99.39% |
07.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'633 CHF | 57'883 CHF | 99.27% | 99.27% |