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 | 3.43% | 0.40 CHF | 0.42 CHF | 90'000 | 90'000 | 89'800 | 89'800 | 38'917 CHF | 40'267 CHF | 100.00% | 100.00% |
19.11.2024 | 3.58% | 0.41 CHF | 0.43 CHF | 90'000 | 90'000 | 89'807 | 89'807 | 37'193 CHF | 38'543 CHF | 99.70% | 99.70% |
18.11.2024 | 3.36% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 89'903 | 89'903 | 39'609 CHF | 40'959 CHF | 99.92% | 99.92% |
15.11.2024 | 3.77% | 0.47 CHF | 0.48 CHF | 90'000 | 90'000 | 89'825 | 89'825 | 43'607 CHF | 45'281 CHF | 99.31% | 99.31% |
14.11.2024 | 3.47% | 0.49 CHF | 0.51 CHF | 90'000 | 90'000 | 89'847 | 89'847 | 41'862 CHF | 43'343 CHF | 100.00% | 100.00% |
13.11.2024 | 3.50% | 0.42 CHF | 0.43 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 37'977 CHF | 39'327 CHF | 99.96% | 99.96% |
12.11.2024 | 3.86% | 0.45 CHF | 0.47 CHF | 90'000 | 90'000 | 89'491 | 89'491 | 44'145 CHF | 45'875 CHF | 99.85% | 99.85% |
11.11.2024 | 3.76% | 0.48 CHF | 0.49 CHF | 90'000 | 90'000 | 89'726 | 89'726 | 44'206 CHF | 45'898 CHF | 100.00% | 100.00% |
08.11.2024 | 3.35% | 0.44 CHF | 0.46 CHF | 90'000 | 90'000 | 89'997 | 89'997 | 39'653 CHF | 41'003 CHF | 98.58% | 98.58% |
07.11.2024 | 3.18% | 0.47 CHF | 0.49 CHF | 90'000 | 90'000 | 89'996 | 89'996 | 41'935 CHF | 43'290 CHF | 99.82% | 99.82% |