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% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'391 CHF | 54'641 CHF | 100.00% | 100.00% |
19.11.2024 | 2.29% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'902 CHF | 55'152 CHF | 99.26% | 99.26% |
18.11.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 128'740 | 128'740 | 52'022 CHF | 53'310 CHF | 99.90% | 99.90% |
15.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'616 CHF | 52'866 CHF | 100.00% | 100.00% |
14.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'390 CHF | 53'640 CHF | 100.00% | 100.00% |
13.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'669 CHF | 57'919 CHF | 100.00% | 100.00% |
12.11.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'363 CHF | 54'613 CHF | 99.66% | 99.66% |
11.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'047 CHF | 55'297 CHF | 99.90% | 99.90% |
08.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'978 CHF | 57'228 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'035 CHF | 59'285 CHF | 99.91% | 99.91% |