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 | 2.33% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'012 CHF | 54'262 CHF | 100.00% | 100.00% |
19.11.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 140'114 | 140'114 | 55'011 CHF | 56'412 CHF | 99.92% | 99.92% |
18.11.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 126'304 | 126'304 | 51'185 CHF | 52'448 CHF | 99.88% | 99.88% |
15.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'811 CHF | 54'061 CHF | 100.00% | 100.00% |
14.11.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 132'046 | 132'046 | 53'421 CHF | 54'742 CHF | 100.00% | 100.00% |
13.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 139'571 | 139'571 | 54'341 CHF | 55'737 CHF | 100.00% | 100.00% |
12.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'259 | 125'259 | 51'707 CHF | 52'960 CHF | 99.68% | 99.68% |
11.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'146 CHF | 59'396 CHF | 99.91% | 99.91% |
08.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'578 CHF | 58'828 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'006 CHF | 59'256 CHF | 99.89% | 99.89% |