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 | 3.84% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 76'733 CHF | 79'733 CHF | 100.00% | 100.00% |
19.11.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 84'432 CHF | 87'432 CHF | 100.00% | 100.00% |
18.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 72'649 CHF | 75'649 CHF | 100.00% | 100.00% |
15.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 70'309 CHF | 73'309 CHF | 98.67% | 98.67% |
14.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 68'742 CHF | 71'742 CHF | 99.79% | 99.79% |
13.11.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 87'502 CHF | 90'502 CHF | 99.95% | 99.95% |
12.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 91'018 CHF | 94'018 CHF | 100.00% | 100.00% |
11.11.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 98'553 CHF | 101'553 CHF | 100.00% | 100.00% |
08.11.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 121'778 CHF | 124'778 CHF | 100.00% | 100.00% |
07.11.2024 | 2.60% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 114'074 CHF | 117'074 CHF | 100.00% | 100.00% |