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 | 1.94% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 61'213 CHF | 62'413 CHF | 99.47% | 99.47% |
19.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 57'302 CHF | 58'502 CHF | 100.00% | 100.00% |
18.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 59'878 CHF | 61'078 CHF | 99.89% | 99.89% |
15.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 58'932 CHF | 60'132 CHF | 100.00% | 100.00% |
14.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 57'192 CHF | 58'392 CHF | 98.59% | 98.59% |
13.11.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 57'881 CHF | 59'081 CHF | 100.00% | 100.00% |
12.11.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 62'941 CHF | 64'141 CHF | 99.88% | 99.88% |
11.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 65'174 CHF | 66'374 CHF | 100.00% | 100.00% |
08.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 64'716 CHF | 65'916 CHF | 99.04% | 99.04% |
07.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 67'711 CHF | 68'911 CHF | 100.00% | 100.00% |