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 | 2.38% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 44'573 | 44'573 | 19'082 CHF | 19'530 CHF | 99.33% | 99.33% |
19.11.2024 | 2.76% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 46'630 | 46'630 | 17'319 CHF | 17'788 CHF | 100.00% | 100.00% |
18.11.2024 | 2.94% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 46'674 | 46'674 | 16'425 CHF | 16'893 CHF | 99.77% | 99.77% |
15.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 90'000 | 90'000 | 44'657 | 44'657 | 17'251 CHF | 17'699 CHF | 99.90% | 99.90% |
14.11.2024 | 2.39% | 0.38 CHF | 0.39 CHF | 90'000 | 90'000 | 44'600 | 44'600 | 18'429 CHF | 18'877 CHF | 98.31% | 98.31% |
13.11.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 90'000 | 90'000 | 44'565 | 44'565 | 19'100 CHF | 19'548 CHF | 100.00% | 100.00% |
12.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 90'000 | 90'000 | 44'582 | 44'582 | 19'667 CHF | 20'115 CHF | 99.88% | 99.88% |
11.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 90'000 | 90'000 | 44'600 | 44'600 | 20'841 CHF | 21'289 CHF | 99.90% | 99.90% |
08.11.2024 | 2.21% | 0.49 CHF | 0.50 CHF | 90'000 | 90'000 | 44'700 | 44'700 | 20'712 CHF | 21'161 CHF | 99.06% | 99.06% |
07.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 90'000 | 90'000 | 44'603 | 44'603 | 20'386 CHF | 20'833 CHF | 99.90% | 99.90% |