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 | 4.19% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 120'020 | 120'020 | 28'102 CHF | 29'302 CHF | 100.00% | 100.00% |
19.11.2024 | 3.53% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 30'644 CHF | 31'744 CHF | 100.00% | 100.00% |
18.11.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 32'600 CHF | 33'700 CHF | 100.00% | 100.00% |
15.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 34'301 CHF | 35'401 CHF | 100.00% | 100.00% |
14.11.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 33'266 CHF | 34'366 CHF | 99.41% | 99.41% |
13.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 33'119 CHF | 34'219 CHF | 100.00% | 100.00% |
12.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 34'536 CHF | 35'639 CHF | 100.00% | 100.00% |
11.11.2024 | 4.41% | 0.33 CHF | 0.34 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 36'448 CHF | 38'092 CHF | 99.93% | 99.93% |
08.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 33'160 CHF | 34'266 CHF | 100.00% | 100.00% |
07.11.2024 | 4.37% | 0.32 CHF | 0.34 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 35'797 CHF | 37'395 CHF | 100.00% | 100.00% |