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 | 2.32% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'373 CHF | 54'623 CHF | 99.38% | 99.38% |
19.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'036 | 125'036 | 52'487 CHF | 53'737 CHF | 98.57% | 98.57% |
18.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 131'798 | 131'798 | 52'348 CHF | 53'666 CHF | 99.29% | 99.29% |
15.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 131'038 | 131'038 | 52'168 CHF | 53'478 CHF | 99.38% | 99.38% |
14.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 131'813 | 131'813 | 52'340 CHF | 53'658 CHF | 99.36% | 99.36% |
13.11.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 138'737 | 138'737 | 54'604 CHF | 55'991 CHF | 99.38% | 99.38% |
12.11.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'497 CHF | 56'997 CHF | 99.09% | 99.09% |
11.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'395 CHF | 55'895 CHF | 99.24% | 99.24% |
08.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'130 CHF | 56'630 CHF | 99.38% | 99.38% |
07.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'701 CHF | 55'201 CHF | 99.25% | 99.25% |