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 | 3.14% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'394 CHF | 32'394 CHF | 99.39% | 99.39% |
19.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'423 CHF | 25'173 CHF | 99.31% | 99.31% |
18.11.2024 | 2.57% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'932 CHF | 29'682 CHF | 99.31% | 99.31% |
15.11.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 33'819 CHF | 34'569 CHF | 99.38% | 99.38% |
14.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'824 CHF | 40'574 CHF | 99.38% | 99.38% |
13.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'717 CHF | 44'467 CHF | 99.39% | 99.39% |
12.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'440 CHF | 46'190 CHF | 99.08% | 99.08% |
11.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'805 CHF | 48'555 CHF | 99.29% | 99.29% |
08.11.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'202 CHF | 47'952 CHF | 99.38% | 99.38% |
07.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 48'288 CHF | 49'038 CHF | 99.26% | 99.26% |