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 | 2.59% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'154 | 149'154 | 56'908 CHF | 58'400 CHF | 99.80% | 99.80% |
19.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'385 CHF | 54'635 CHF | 99.71% | 99.71% |
18.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'063 CHF | 53'313 CHF | 99.70% | 99.70% |
15.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'401 CHF | 52'651 CHF | 99.80% | 99.80% |
14.11.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'518 | 125'518 | 50'886 CHF | 52'141 CHF | 99.80% | 99.80% |
13.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'775 | 125'775 | 50'303 CHF | 51'561 CHF | 99.80% | 99.80% |
12.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'493 CHF | 53'743 CHF | 99.49% | 99.49% |
11.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'679 CHF | 52'929 CHF | 99.71% | 99.71% |
08.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'963 CHF | 53'213 CHF | 99.80% | 99.80% |
07.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 136'179 | 136'179 | 53'832 CHF | 55'194 CHF | 95.68% | 95.68% |