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 | 2.53% | 0.38 CHF | 0.39 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 68'237 CHF | 69'987 CHF | 98.98% | 98.98% |
19.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 70'630 CHF | 72'380 CHF | 94.48% | 94.48% |
18.11.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 65'320 CHF | 67'070 CHF | 99.31% | 99.31% |
15.11.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 70'248 CHF | 71'998 CHF | 98.55% | 98.55% |
14.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 175'000 | 175'000 | 174'749 | 174'749 | 71'580 CHF | 73'328 CHF | 98.79% | 98.79% |
13.11.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 175'000 | 175'000 | 140'078 | 140'078 | 61'116 CHF | 62'516 CHF | 99.24% | 99.24% |
12.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 81'035 | 81'035 | 34'681 CHF | 35'491 CHF | 98.72% | 98.72% |
11.11.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'069 CHF | 36'819 CHF | 99.30% | 99.30% |
08.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 72'730 | 72'730 | 39'501 CHF | 40'228 CHF | 99.43% | 99.43% |
07.11.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'318 | 75'318 | 35'982 CHF | 36'735 CHF | 99.02% | 99.02% |