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 | 2.55% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 147'638 | 147'638 | 57'230 CHF | 58'706 CHF | 100.00% | 100.00% |
19.11.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'427 CHF | 54'927 CHF | 99.89% | 99.89% |
18.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'365 CHF | 56'865 CHF | 99.90% | 99.90% |
15.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 136'100 | 136'100 | 54'101 CHF | 55'462 CHF | 100.00% | 100.00% |
14.11.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 143'765 | 143'765 | 54'196 CHF | 55'634 CHF | 100.00% | 100.00% |
13.11.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'303 | 151'303 | 54'085 CHF | 55'598 CHF | 100.00% | 100.00% |
12.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 147'825 | 147'825 | 56'751 CHF | 58'230 CHF | 99.66% | 99.66% |
11.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'031 CHF | 56'281 CHF | 99.88% | 99.88% |
08.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'085 CHF | 55'335 CHF | 100.00% | 100.00% |
07.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'226 CHF | 55'476 CHF | 99.90% | 99.90% |