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 | 3.61% | 0.83 CHF | 0.86 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 31'918 CHF | 33'090 CHF | 100.00% | 100.00% |
19.11.2024 | 3.84% | 0.79 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'641 CHF | 20'410 CHF | 99.99% | 99.99% |
18.11.2024 | 4.03% | 0.81 CHF | 0.84 CHF | 37'500 | 37'500 | 31'986 | 31'986 | 25'623 CHF | 26'639 CHF | 100.00% | 100.00% |
15.11.2024 | 4.10% | 0.77 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'300 CHF | 19'066 CHF | 99.90% | 99.90% |
14.11.2024 | 4.10% | 0.81 CHF | 0.84 CHF | 25'000 | 25'000 | 25'036 | 25'017 | 18'449 CHF | 19'206 CHF | 97.31% | 97.31% |
13.11.2024 | 3.66% | 0.82 CHF | 0.85 CHF | 37'500 | 37'500 | 37'076 | 37'076 | 30'407 CHF | 31'537 CHF | 98.65% | 98.65% |
12.11.2024 | 3.85% | 0.74 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'803 CHF | 20'578 CHF | 96.80% | 96.80% |
11.11.2024 | 3.44% | 0.87 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'019 CHF | 22'790 CHF | 99.56% | 99.56% |
08.11.2024 | 3.55% | 0.87 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'630 CHF | 22'412 CHF | 99.41% | 99.41% |
07.11.2024 | 3.32% | 0.90 CHF | 0.93 CHF | 25'000 | 25'000 | 26'633 | 25'958 | 24'635 CHF | 24'763 CHF | 97.38% | 97.39% |