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 | 2.47% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 130'669 | 130'669 | 52'162 CHF | 53'469 CHF | 100.00% | 100.00% |
19.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'638 | 125'638 | 53'900 CHF | 55'156 CHF | 99.20% | 99.20% |
18.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 138'823 | 138'823 | 54'654 CHF | 56'042 CHF | 99.89% | 99.89% |
15.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 141'908 | 141'909 | 55'510 CHF | 56'929 CHF | 100.00% | 100.00% |
14.11.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'745 CHF | 53'995 CHF | 100.00% | 100.00% |
13.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'878 CHF | 57'128 CHF | 100.00% | 100.00% |
12.11.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 146'361 | 146'361 | 55'875 CHF | 57'338 CHF | 99.68% | 99.68% |
11.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'876 | 149'876 | 57'332 CHF | 58'831 CHF | 99.87% | 99.87% |
08.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 128'619 | 128'619 | 51'890 CHF | 53'176 CHF | 100.00% | 100.00% |
07.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 144'810 | 144'810 | 56'674 CHF | 58'122 CHF | 99.90% | 99.90% |