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 | 2.34% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'262 | 125'262 | 53'008 CHF | 54'261 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 127'606 | 127'606 | 53'588 CHF | 54'864 CHF | 99.39% | 99.39% |
18.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 123'433 | 123'433 | 57'945 CHF | 59'180 CHF | 99.91% | 99.91% |
15.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'789 CHF | 59'039 CHF | 100.00% | 100.00% |
14.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'479 | 125'479 | 56'453 CHF | 57'707 CHF | 100.00% | 100.00% |
13.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 138'333 | 138'333 | 53'950 CHF | 55'334 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'653 CHF | 55'903 CHF | 99.67% | 99.67% |
11.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 127'341 | 127'341 | 54'840 CHF | 56'113 CHF | 99.89% | 99.89% |
08.11.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'511 | 125'511 | 51'676 CHF | 52'931 CHF | 100.00% | 100.00% |
07.11.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 140'854 | 140'854 | 55'272 CHF | 56'681 CHF | 99.89% | 99.89% |