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 | 2.19% | 0.44 CHF | 0.45 CHF | 230'000 | 230'000 | 221'017 | 221'017 | 99'604 CHF | 101'814 CHF | 99.43% | 99.43% |
19.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 230'000 | 230'000 | 227'605 | 227'605 | 99'396 CHF | 101'672 CHF | 100.00% | 100.00% |
18.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 220'000 | 220'000 | 219'092 | 219'092 | 100'836 CHF | 103'027 CHF | 99.88% | 99.88% |
15.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 100'611 CHF | 102'802 CHF | 100.00% | 100.00% |
14.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 220'000 | 220'000 | 223'227 | 223'227 | 98'733 CHF | 100'966 CHF | 98.59% | 98.59% |
13.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 230'000 | 230'000 | 221'159 | 221'159 | 100'026 CHF | 102'237 CHF | 100.00% | 100.00% |
12.11.2024 | 2.20% | 0.42 CHF | 0.43 CHF | 230'000 | 230'000 | 220'835 | 220'835 | 99'451 CHF | 101'659 CHF | 99.90% | 99.90% |
11.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 107'735 CHF | 109'926 CHF | 100.00% | 100.00% |
08.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 103'676 CHF | 105'867 CHF | 99.05% | 99.05% |
07.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 108'458 CHF | 110'649 CHF | 100.00% | 100.00% |