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 | 4.29% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 27'368 CHF | 28'568 CHF | 99.48% | 99.48% |
19.11.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 31'249 CHF | 32'449 CHF | 100.00% | 100.00% |
18.11.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 29'069 CHF | 30'269 CHF | 99.89% | 99.89% |
15.11.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 30'335 CHF | 31'535 CHF | 100.00% | 100.00% |
14.11.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 31'970 CHF | 33'170 CHF | 98.68% | 98.68% |
13.11.2024 | 3.77% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 31'387 CHF | 32'587 CHF | 100.00% | 100.00% |
12.11.2024 | 4.44% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 26'448 CHF | 27'648 CHF | 99.88% | 99.88% |
11.11.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 24'489 CHF | 25'689 CHF | 100.00% | 100.00% |
08.11.2024 | 4.62% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 25'378 CHF | 26'578 CHF | 99.04% | 99.04% |
07.11.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 22'890 CHF | 24'090 CHF | 99.04% | 99.04% |