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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'519 | 150'519 | 55'388 CHF | 56'893 CHF | 99.36% | 99.36% |
20.11.2024 | 2.43% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 130'099 | 130'099 | 52'903 CHF | 54'204 CHF | 99.37% | 99.37% |
19.11.2024 | 3.00% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 166'098 | 166'098 | 54'465 CHF | 56'126 CHF | 99.23% | 99.23% |
18.11.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'643 CHF | 56'143 CHF | 99.28% | 99.28% |
15.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'885 CHF | 57'385 CHF | 99.39% | 99.39% |
14.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 137'836 | 137'836 | 53'999 CHF | 55'378 CHF | 99.35% | 99.35% |
13.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 140'361 | 140'361 | 55'361 CHF | 56'765 CHF | 99.37% | 99.37% |
12.11.2024 | 2.34% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 128'649 | 128'649 | 54'425 CHF | 55'712 CHF | 99.06% | 99.06% |
11.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'318 | 124'318 | 59'223 CHF | 60'466 CHF | 99.26% | 99.26% |
08.11.2024 | 3.39% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 184'798 | 184'798 | 53'726 CHF | 55'574 CHF | 99.39% | 99.39% |