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 | 2.76% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'196 | 150'196 | 53'775 CHF | 55'277 CHF | 100.00% | 100.00% |
19.11.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'217 | 174'217 | 53'550 CHF | 55'292 CHF | 99.89% | 99.89% |
18.11.2024 | 2.97% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 165'613 | 165'613 | 54'891 CHF | 56'547 CHF | 99.89% | 99.89% |
15.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'144 | 171'144 | 55'454 CHF | 57'165 CHF | 100.00% | 100.00% |
14.11.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 171'801 | 171'801 | 52'785 CHF | 54'503 CHF | 100.00% | 100.00% |
13.11.2024 | 3.18% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 175'699 | 175'699 | 54'415 CHF | 56'172 CHF | 100.00% | 100.00% |
12.11.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 147'547 | 147'547 | 55'756 CHF | 57'232 CHF | 99.67% | 99.67% |
11.11.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 126'953 | 126'953 | 52'013 CHF | 53'283 CHF | 99.90% | 99.90% |
08.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 128'254 | 128'254 | 52'073 CHF | 53'355 CHF | 100.00% | 100.00% |
07.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'120 CHF | 57'370 CHF | 99.88% | 99.88% |