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 | 3.98% | 0.33 CHF | 0.35 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 33'318 CHF | 34'668 CHF | 99.43% | 99.43% |
19.11.2024 | 4.25% | 0.33 CHF | 0.35 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 27'769 CHF | 28'969 CHF | 100.00% | 100.00% |
18.11.2024 | 4.41% | 0.36 CHF | 0.38 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 30'016 CHF | 31'366 CHF | 99.88% | 99.88% |
15.11.2024 | 4.76% | 0.33 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 30'848 CHF | 32'348 CHF | 100.00% | 100.00% |
14.11.2024 | 5.52% | 0.29 CHF | 0.31 CHF | 110'000 | 110'000 | 116'103 | 116'103 | 29'418 CHF | 31'087 CHF | 98.63% | 98.63% |
13.11.2024 | 5.53% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 25'560 CHF | 27'010 CHF | 100.00% | 100.00% |
12.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 110'000 | 110'000 | 105'417 | 105'417 | 21'740 CHF | 23'005 CHF | 99.88% | 99.88% |
11.11.2024 | 5.62% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 31'186 CHF | 32'986 CHF | 100.00% | 100.00% |
08.11.2024 | 5.77% | 0.19 CHF | 0.21 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 22'280 CHF | 23'602 CHF | 98.31% | 98.31% |
07.11.2024 | 5.39% | 0.25 CHF | 0.27 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 29'925 CHF | 31'575 CHF | 100.00% | 100.00% |