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 | 2.37% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'196 | 125'196 | 52'177 CHF | 53'429 CHF | 100.00% | 100.00% |
19.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 146'616 | 146'616 | 55'391 CHF | 56'858 CHF | 99.89% | 99.89% |
18.11.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 135'518 | 135'518 | 54'118 CHF | 55'473 CHF | 99.89% | 99.89% |
15.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 134'230 | 134'230 | 52'984 CHF | 54'327 CHF | 100.00% | 100.00% |
14.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 144'050 | 144'050 | 54'520 CHF | 55'960 CHF | 100.00% | 100.00% |
13.11.2024 | 2.59% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 141'360 | 141'360 | 53'926 CHF | 55'339 CHF | 100.00% | 100.00% |
12.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'065 CHF | 55'315 CHF | 99.65% | 99.65% |
11.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'282 CHF | 58'532 CHF | 99.85% | 99.85% |
08.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'918 CHF | 58'168 CHF | 100.00% | 100.00% |
07.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 119'427 | 119'427 | 58'069 CHF | 59'263 CHF | 99.90% | 99.90% |