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 | 3.41% | 0.31 CHF | 0.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'600 CHF | 22'350 CHF | 100.00% | 100.00% |
19.11.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'126 CHF | 22'876 CHF | 100.00% | 100.00% |
18.11.2024 | 3.34% | 0.28 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'053 CHF | 22'803 CHF | 99.57% | 99.57% |
15.11.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'352 CHF | 22'102 CHF | 100.00% | 100.00% |
14.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'937 CHF | 20'687 CHF | 100.00% | 100.00% |
13.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'405 CHF | 21'155 CHF | 100.00% | 100.00% |
12.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'932 CHF | 20'682 CHF | 100.00% | 100.00% |
11.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'559 CHF | 20'309 CHF | 100.00% | 100.00% |
08.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'198 CHF | 20'948 CHF | 100.00% | 100.00% |
07.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'416 CHF | 21'166 CHF | 99.67% | 99.67% |