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 | 3.75% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'738 CHF | 16'338 CHF | 100.00% | 100.00% |
19.11.2024 | 4.24% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'870 CHF | 14'470 CHF | 99.85% | 99.85% |
18.11.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 64'444 | 64'444 | 15'361 CHF | 16'005 CHF | 99.92% | 99.92% |
15.11.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 64'781 | 64'781 | 15'538 CHF | 16'185 CHF | 100.00% | 100.00% |
14.11.2024 | 4.61% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 14'877 CHF | 15'577 CHF | 100.00% | 100.00% |
13.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 13'363 CHF | 14'063 CHF | 100.00% | 100.00% |
12.11.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 13'787 CHF | 14'487 CHF | 99.84% | 99.84% |
11.11.2024 | 3.88% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 62'600 | 62'600 | 15'819 CHF | 16'445 CHF | 100.00% | 100.00% |
08.11.2024 | 5.31% | 0.22 CHF | 0.23 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'896 CHF | 13'596 CHF | 98.58% | 98.58% |
07.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 68'129 | 68'129 | 16'764 CHF | 17'446 CHF | 100.00% | 100.00% |