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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.31% | 0.70 CHF | 0.73 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'463 CHF | 17'770 CHF | 100.00% | 100.00% |
20.11.2024 | 4.31% | 0.68 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'402 CHF | 17'097 CHF | 100.00% | 100.00% |
19.11.2024 | 4.38% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 87'987 | 25'000 | 54'603 CHF | 16'218 CHF | 100.00% | 100.00% |
18.11.2024 | 4.51% | 0.63 CHF | 0.66 CHF | 80'000 | 25'000 | 84'300 | 25'000 | 52'715 CHF | 16'363 CHF | 99.63% | 99.63% |
15.11.2024 | 3.95% | 0.63 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 50'829 CHF | 16'524 CHF | 100.00% | 100.00% |
14.11.2024 | 4.38% | 0.65 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 50'947 CHF | 16'634 CHF | 99.44% | 99.44% |
13.11.2024 | 4.55% | 0.64 CHF | 0.66 CHF | 80'000 | 25'000 | 81'613 | 24'964 | 51'695 CHF | 16'559 CHF | 98.88% | 98.88% |
12.11.2024 | 4.63% | 0.62 CHF | 0.65 CHF | 90'000 | 25'000 | 81'616 | 25'000 | 51'693 CHF | 16'592 CHF | 100.00% | 100.00% |
11.11.2024 | 3.81% | 0.67 CHF | 0.70 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'475 CHF | 17'360 CHF | 100.00% | 100.00% |
08.11.2024 | 4.11% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'730 CHF | 17'169 CHF | 100.00% | 100.00% |