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 | 2.12% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 124'743 | 124'743 | 58'114 CHF | 59'362 CHF | 100.00% | 100.00% |
19.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 118'001 | 118'001 | 57'603 CHF | 58'783 CHF | 99.90% | 99.90% |
18.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'527 CHF | 56'777 CHF | 99.90% | 99.90% |
15.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'546 CHF | 53'796 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'257 CHF | 55'507 CHF | 100.00% | 100.00% |
13.11.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 117'233 | 117'233 | 57'446 CHF | 58'619 CHF | 100.00% | 100.00% |
12.11.2024 | 2.16% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 122'974 | 122'974 | 56'403 CHF | 57'633 CHF | 99.69% | 99.69% |
11.11.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 147'399 | 147'399 | 55'609 CHF | 57'083 CHF | 99.90% | 99.90% |
08.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'192 | 149'193 | 56'007 CHF | 57'499 CHF | 100.00% | 100.00% |
07.11.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 171'830 | 171'830 | 54'768 CHF | 56'486 CHF | 99.88% | 99.88% |