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% | 0.49 CHF | 0.50 CHF | 230'000 | 230'000 | 220'998 | 220'998 | 106'511 CHF | 108'721 CHF | 98.80% | 98.80% |
19.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 230'000 | 230'000 | 227'572 | 227'572 | 112'979 CHF | 115'255 CHF | 98.62% | 98.62% |
18.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 220'000 | 220'000 | 219'087 | 219'087 | 104'543 CHF | 106'734 CHF | 99.39% | 99.39% |
15.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 219'087 | 219'087 | 105'464 CHF | 107'654 CHF | 99.34% | 99.34% |
14.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 220'000 | 220'000 | 223'201 | 223'201 | 111'037 CHF | 113'269 CHF | 97.44% | 97.44% |
13.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 230'000 | 230'000 | 221'156 | 221'156 | 107'991 CHF | 110'202 CHF | 98.73% | 98.73% |
12.11.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 230'000 | 230'000 | 220'830 | 220'830 | 108'225 CHF | 110'433 CHF | 98.95% | 98.95% |
11.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 99'076 CHF | 101'267 CHF | 99.76% | 99.76% |
08.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 219'073 | 219'073 | 103'671 CHF | 105'862 CHF | 97.97% | 97.97% |
07.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 220'000 | 220'000 | 219'084 | 219'084 | 99'823 CHF | 102'014 CHF | 99.06% | 99.06% |