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 | 2.18% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'864 CHF | 58'114 CHF | 99.07% | 99.07% |
19.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'574 CHF | 57'824 CHF | 95.89% | 95.89% |
18.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'372 CHF | 56'622 CHF | 99.34% | 99.34% |
15.11.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'123 CHF | 54'373 CHF | 99.33% | 99.33% |
14.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'952 CHF | 57'202 CHF | 99.01% | 99.01% |
13.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 111'566 | 111'566 | 49'064 CHF | 50'180 CHF | 98.69% | 98.69% |
12.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'944 CHF | 28'574 CHF | 98.42% | 98.42% |
11.11.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'394 CHF | 28'024 CHF | 99.32% | 99.32% |
08.11.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 63'000 | 63'000 | 68'858 | 68'858 | 27'473 CHF | 28'161 CHF | 99.45% | 99.45% |
07.11.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 64'633 | 64'633 | 26'601 CHF | 27'247 CHF | 99.29% | 99.29% |