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 | 2.26% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'265 | 125'265 | 54'943 CHF | 56'195 CHF | 98.83% | 98.83% |
19.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'753 CHF | 58'003 CHF | 95.20% | 95.20% |
18.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 135'602 | 135'602 | 56'067 CHF | 57'423 CHF | 99.22% | 99.22% |
15.11.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'169 CHF | 57'419 CHF | 99.43% | 99.43% |
14.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'472 CHF | 58'722 CHF | 99.29% | 99.29% |
13.11.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 111'539 | 111'539 | 55'206 CHF | 56'321 CHF | 98.27% | 98.27% |
12.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 30'620 CHF | 31'250 CHF | 98.43% | 98.43% |
11.11.2024 | 1.79% | 0.52 CHF | 0.53 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 34'948 CHF | 35'578 CHF | 98.13% | 98.13% |
08.11.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 63'000 | 63'000 | 52'044 | 52'044 | 33'026 CHF | 33'546 CHF | 99.33% | 99.33% |
07.11.2024 | 1.79% | 0.61 CHF | 0.62 CHF | 63'000 | 63'000 | 62'730 | 62'730 | 34'806 CHF | 35'433 CHF | 99.13% | 99.13% |