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 | 2.19% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 31'665 CHF | 32'365 CHF | 99.48% | 99.48% |
19.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 33'455 CHF | 34'162 CHF | 100.00% | 100.00% |
18.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 31'137 CHF | 31'837 CHF | 99.90% | 99.90% |
15.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'247 CHF | 32'947 CHF | 100.00% | 100.00% |
14.11.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 37'319 CHF | 38'052 CHF | 98.67% | 98.67% |
13.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 37'133 CHF | 37'861 CHF | 100.00% | 100.00% |
12.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 31'925 CHF | 32'625 CHF | 99.88% | 99.88% |
11.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'243 CHF | 30'943 CHF | 100.00% | 100.00% |
08.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'239 CHF | 32'939 CHF | 99.04% | 99.04% |
07.11.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 29'636 CHF | 30'336 CHF | 100.00% | 100.00% |