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 | 2.49% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 137'162 | 137'162 | 54'280 CHF | 55'652 CHF | 99.37% | 99.37% |
19.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'192 CHF | 55'692 CHF | 99.29% | 99.29% |
18.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 144'559 | 144'559 | 55'462 CHF | 56'908 CHF | 99.30% | 99.30% |
15.11.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'581 CHF | 57'831 CHF | 99.39% | 99.39% |
14.11.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'813 CHF | 54'063 CHF | 99.35% | 99.35% |
13.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'888 CHF | 56'138 CHF | 99.39% | 99.39% |
12.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'023 CHF | 54'273 CHF | 99.10% | 99.10% |
11.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'474 | 124'474 | 55'518 CHF | 56'763 CHF | 99.31% | 99.31% |
08.11.2024 | 2.63% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 146'306 | 146'306 | 54'967 CHF | 56'430 CHF | 99.39% | 99.39% |
07.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'788 | 125'788 | 55'113 CHF | 56'371 CHF | 99.26% | 99.26% |