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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 81'208 CHF | 82'958 CHF | 99.51% | 99.56% |
25.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 78'244 CHF | 79'994 CHF | 99.45% | 99.52% |
22.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'681 CHF | 72'181 CHF | 98.76% | 98.78% |
20.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 79'604 CHF | 81'354 CHF | 99.58% | 99.58% |
19.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 82'125 CHF | 83'875 CHF | 99.50% | 99.50% |
18.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 76'547 CHF | 78'297 CHF | 99.58% | 99.58% |
15.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 65'816 CHF | 67'316 CHF | 98.94% | 98.94% |
14.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'858 CHF | 72'358 CHF | 99.47% | 99.47% |
13.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 69'770 CHF | 71'270 CHF | 99.51% | 99.51% |
12.11.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'879 CHF | 91'879 CHF | 99.55% | 99.55% |