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 | 2.99% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 99'071 CHF | 102'071 CHF | 100.00% | 100.00% |
19.11.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 102'101 CHF | 105'101 CHF | 100.00% | 100.00% |
18.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 93'676 CHF | 96'676 CHF | 100.00% | 100.00% |
15.11.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 89'189 CHF | 92'189 CHF | 100.00% | 100.00% |
14.11.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 93'702 CHF | 96'702 CHF | 99.79% | 99.79% |
13.11.2024 | 3.18% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 92'890 CHF | 95'890 CHF | 100.00% | 100.00% |
12.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 95'857 CHF | 98'857 CHF | 100.00% | 100.00% |
11.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 92'190 CHF | 95'190 CHF | 100.00% | 100.00% |
08.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 88'438 CHF | 91'438 CHF | 100.00% | 100.00% |
07.11.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 78'994 CHF | 81'994 CHF | 100.00% | 100.00% |