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 | 3.24% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 36'493 CHF | 37'693 CHF | 99.43% | 99.43% |
19.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'362 CHF | 41'562 CHF | 100.00% | 100.00% |
18.11.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 38'157 CHF | 39'357 CHF | 99.88% | 99.88% |
15.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 39'467 CHF | 40'667 CHF | 100.00% | 100.00% |
14.11.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 41'110 CHF | 42'310 CHF | 98.58% | 98.58% |
13.11.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'462 CHF | 41'662 CHF | 100.00% | 100.00% |
12.11.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 35'608 CHF | 36'808 CHF | 99.89% | 99.89% |
11.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 33'710 CHF | 34'910 CHF | 100.00% | 100.00% |
08.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 34'338 CHF | 35'538 CHF | 99.05% | 99.05% |
07.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 32'045 CHF | 33'245 CHF | 100.00% | 100.00% |