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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.96% | 0.96 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'137 CHF | 24'094 CHF | 100.00% | 100.00% |
20.11.2024 | 2.89% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'501 CHF | 23'376 CHF | 100.00% | 100.00% |
19.11.2024 | 3.12% | 0.88 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'393 CHF | 22'523 CHF | 100.00% | 100.00% |
18.11.2024 | 2.90% | 0.88 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'784 CHF | 22'641 CHF | 99.63% | 99.63% |
15.11.2024 | 3.11% | 0.89 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'434 CHF | 22'968 CHF | 100.00% | 100.00% |
14.11.2024 | 3.26% | 0.90 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'608 CHF | 23'077 CHF | 99.44% | 99.44% |
13.11.2024 | 3.05% | 0.89 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 24'964 | 53'398 CHF | 22'903 CHF | 98.88% | 98.88% |
12.11.2024 | 3.11% | 0.87 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'358 CHF | 22'934 CHF | 100.00% | 100.00% |
11.11.2024 | 3.12% | 0.92 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'157 CHF | 23'711 CHF | 100.00% | 100.00% |
08.11.2024 | 3.24% | 0.91 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'656 CHF | 23'523 CHF | 100.00% | 100.00% |