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 | 2.73% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'263 CHF | 55'763 CHF | 100.00% | 100.00% |
19.11.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 137'156 | 137'156 | 54'190 CHF | 55'562 CHF | 99.28% | 99.28% |
18.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'346 CHF | 54'846 CHF | 99.88% | 99.88% |
15.11.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'832 CHF | 54'332 CHF | 100.00% | 100.00% |
14.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 145'289 | 145'289 | 56'350 CHF | 57'803 CHF | 100.00% | 100.00% |
13.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'398 | 125'398 | 52'586 CHF | 53'839 CHF | 100.00% | 100.00% |
12.11.2024 | 2.91% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 165'854 | 165'854 | 56'049 CHF | 57'708 CHF | 99.68% | 99.68% |
11.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 156'735 | 156'735 | 52'801 CHF | 54'369 CHF | 99.86% | 99.86% |
08.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'442 CHF | 55'942 CHF | 100.00% | 100.00% |
07.11.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'262 | 150'262 | 51'925 CHF | 53'428 CHF | 99.91% | 99.91% |