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 | 2.52% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 137'146 CHF | 140'646 CHF | 100.00% | 100.00% |
19.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 139'916 CHF | 143'416 CHF | 100.00% | 100.00% |
18.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 140'111 CHF | 143'611 CHF | 100.00% | 100.00% |
15.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 142'834 CHF | 146'334 CHF | 100.00% | 100.00% |
14.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 148'803 CHF | 152'303 CHF | 100.00% | 100.00% |
13.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 131'861 CHF | 134'861 CHF | 100.00% | 100.00% |
12.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 154'575 CHF | 158'075 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 127'867 CHF | 130'867 CHF | 100.00% | 100.00% |
08.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 156'797 CHF | 160'297 CHF | 100.00% | 100.00% |
07.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 128'057 CHF | 131'057 CHF | 100.00% | 100.00% |