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 | 3.06% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 38'602 CHF | 39'802 CHF | 99.49% | 99.49% |
19.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 42'434 CHF | 43'634 CHF | 100.00% | 100.00% |
18.11.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'238 CHF | 41'438 CHF | 99.90% | 99.90% |
15.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 41'594 CHF | 42'794 CHF | 100.00% | 100.00% |
14.11.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 43'221 CHF | 44'421 CHF | 98.63% | 98.63% |
13.11.2024 | 2.78% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 42'593 CHF | 43'793 CHF | 100.00% | 100.00% |
12.11.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 37'642 CHF | 38'842 CHF | 99.88% | 99.88% |
11.11.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 35'792 CHF | 36'992 CHF | 100.00% | 100.00% |
08.11.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 36'497 CHF | 37'697 CHF | 99.04% | 99.04% |
07.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 34'126 CHF | 35'326 CHF | 99.93% | 99.93% |