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 | 2.28% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'139 CHF | 55'389 CHF | 99.39% | 99.39% |
19.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'787 | 125'787 | 51'350 CHF | 52'608 CHF | 99.26% | 99.26% |
18.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'257 CHF | 57'507 CHF | 99.29% | 99.29% |
15.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'328 CHF | 59'578 CHF | 99.38% | 99.38% |
14.11.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'955 CHF | 59'205 CHF | 99.35% | 99.35% |
13.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'740 | 124'740 | 57'887 CHF | 59'135 CHF | 99.39% | 99.39% |
12.11.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 106'875 | 106'875 | 53'998 CHF | 55'066 CHF | 99.08% | 99.08% |
11.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 101'049 | 101'049 | 51'722 CHF | 52'733 CHF | 99.27% | 99.27% |
08.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'835 | 99'835 | 55'058 CHF | 56'057 CHF | 99.39% | 99.39% |
07.11.2024 | 1.37% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 76'310 | 76'310 | 55'441 CHF | 56'204 CHF | 99.27% | 99.27% |