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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'071 CHF | 57'571 CHF | 99.35% | 99.35% |
20.11.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 130'099 | 130'099 | 52'578 CHF | 53'879 CHF | 99.38% | 99.38% |
19.11.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 151'835 | 151'835 | 53'289 CHF | 54'807 CHF | 99.23% | 99.23% |
18.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'037 CHF | 57'537 CHF | 99.28% | 99.28% |
15.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'727 CHF | 58'227 CHF | 99.37% | 99.37% |
14.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 147'006 | 147'006 | 57'104 CHF | 58'575 CHF | 99.35% | 99.35% |
13.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 142'566 | 142'566 | 55'456 CHF | 56'882 CHF | 99.39% | 99.39% |
12.11.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 132'599 | 132'599 | 53'799 CHF | 55'125 CHF | 99.07% | 99.07% |
11.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'782 | 125'782 | 55'686 CHF | 56'944 CHF | 99.27% | 99.27% |
08.11.2024 | 3.14% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 171'463 | 171'463 | 53'871 CHF | 55'586 CHF | 99.38% | 99.38% |