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 | 2.73% | 0.35 CHF | 0.36 CHF | 230'000 | 230'000 | 221'017 | 221'017 | 79'858 CHF | 82'068 CHF | 99.44% | 99.44% |
19.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 230'000 | 230'000 | 227'605 | 227'605 | 79'161 CHF | 81'437 CHF | 100.00% | 100.00% |
18.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 219'092 | 219'092 | 81'217 CHF | 83'408 CHF | 99.88% | 99.88% |
15.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 80'961 CHF | 83'152 CHF | 100.00% | 100.00% |
14.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 220'000 | 220'000 | 223'227 | 223'227 | 78'764 CHF | 80'996 CHF | 98.57% | 98.57% |
13.11.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 230'000 | 230'000 | 221'161 | 221'161 | 80'228 CHF | 82'440 CHF | 100.00% | 100.00% |
12.11.2024 | 2.73% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 220'835 | 220'835 | 79'747 CHF | 81'956 CHF | 99.90% | 99.90% |
11.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 88'120 CHF | 90'311 CHF | 100.00% | 100.00% |
08.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 84'016 CHF | 86'207 CHF | 99.05% | 99.05% |
07.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 88'747 CHF | 90'938 CHF | 100.00% | 100.00% |