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 | 2.05% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'484 CHF | 61'734 CHF | 99.80% | 99.80% |
19.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'881 CHF | 55'131 CHF | 99.71% | 99.71% |
18.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'431 CHF | 56'681 CHF | 99.70% | 99.70% |
15.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'906 CHF | 58'156 CHF | 99.80% | 99.80% |
14.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'713 CHF | 60'963 CHF | 99.80% | 99.80% |
13.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'919 CHF | 60'169 CHF | 99.80% | 99.80% |
12.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'832 CHF | 58'082 CHF | 99.50% | 99.50% |
11.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'248 CHF | 57'498 CHF | 99.70% | 99.70% |
08.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'689 CHF | 56'939 CHF | 99.81% | 99.81% |
07.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'698 | 124'697 | 60'184 CHF | 61'431 CHF | 95.68% | 95.68% |