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 | 2.61% | 0.37 CHF | 0.38 CHF | 230'000 | 230'000 | 221'017 | 221'017 | 83'702 CHF | 85'912 CHF | 99.47% | 99.47% |
19.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 230'000 | 230'000 | 227'604 | 227'604 | 83'048 CHF | 85'324 CHF | 99.92% | 99.92% |
18.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 220'000 | 220'000 | 219'092 | 219'092 | 85'034 CHF | 87'225 CHF | 99.89% | 99.89% |
15.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 84'766 CHF | 86'957 CHF | 100.00% | 100.00% |
14.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 223'229 | 223'229 | 82'720 CHF | 84'953 CHF | 98.56% | 98.56% |
13.11.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 230'000 | 230'000 | 221'145 | 221'145 | 84'090 CHF | 86'301 CHF | 99.84% | 99.84% |
12.11.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 230'000 | 230'000 | 220'835 | 220'835 | 83'570 CHF | 85'779 CHF | 99.88% | 99.88% |
11.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 91'674 CHF | 93'865 CHF | 100.00% | 100.00% |
08.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 87'827 CHF | 90'018 CHF | 99.04% | 99.04% |
07.11.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 92'532 CHF | 94'723 CHF | 100.00% | 100.00% |