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 | 4.32% | 0.28 CHF | 0.30 CHF | 360'000 | 360'000 | 129'565 | 129'565 | 32'737 CHF | 34'034 CHF | 99.63% | 99.63% |
19.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 360'000 | 360'000 | 129'422 | 129'422 | 28'737 CHF | 30'033 CHF | 99.91% | 99.91% |
18.11.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 360'000 | 360'000 | 129'140 | 129'140 | 31'637 CHF | 32'930 CHF | 99.52% | 99.52% |
15.11.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 122'729 | 122'729 | 32'529 CHF | 33'757 CHF | 99.77% | 99.77% |
14.11.2024 | 3.71% | 0.31 CHF | 0.32 CHF | 350'000 | 350'000 | 119'199 | 119'199 | 33'856 CHF | 35'051 CHF | 99.30% | 99.30% |
13.11.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 125'244 | 125'244 | 33'699 CHF | 34'957 CHF | 99.85% | 99.85% |
12.11.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 340'000 | 340'000 | 119'450 | 119'450 | 34'061 CHF | 35'260 CHF | 99.35% | 99.35% |
11.11.2024 | 3.35% | 0.34 CHF | 0.35 CHF | 340'000 | 340'000 | 120'298 | 120'298 | 37'873 CHF | 39'081 CHF | 99.46% | 99.46% |
08.11.2024 | 3.48% | 0.32 CHF | 0.33 CHF | 340'000 | 340'000 | 95'397 | 95'397 | 29'020 CHF | 30'048 CHF | 92.75% | 96.01% |
07.11.2024 | 2.36% | 0.47 CHF | 0.48 CHF | 330'000 | 330'000 | 119'024 | 119'024 | 53'412 CHF | 54'608 CHF | 99.78% | 99.78% |