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 | 3.52% | 0.81 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'993 CHF | 20'344 CHF | 100.00% | 100.00% |
20.11.2024 | 3.46% | 0.78 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'085 CHF | 19'626 CHF | 100.00% | 100.00% |
19.11.2024 | 3.76% | 0.73 CHF | 0.76 CHF | 70'000 | 25'000 | 71'145 | 25'000 | 51'437 CHF | 18'773 CHF | 100.00% | 100.00% |
18.11.2024 | 3.49% | 0.73 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'081 CHF | 18'891 CHF | 99.63% | 99.63% |
15.11.2024 | 3.98% | 0.74 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'711 CHF | 19'218 CHF | 100.00% | 100.00% |
14.11.2024 | 3.91% | 0.75 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'042 CHF | 19'327 CHF | 99.44% | 99.44% |
13.11.2024 | 3.65% | 0.74 CHF | 0.77 CHF | 70'000 | 25'000 | 70'598 | 24'964 | 52'221 CHF | 19'159 CHF | 98.88% | 98.88% |
12.11.2024 | 3.73% | 0.72 CHF | 0.75 CHF | 70'000 | 25'000 | 70'020 | 25'000 | 51'765 CHF | 19'184 CHF | 100.00% | 100.00% |
11.11.2024 | 3.72% | 0.77 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'850 CHF | 19'961 CHF | 100.00% | 100.00% |
08.11.2024 | 3.64% | 0.76 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'266 CHF | 19'728 CHF | 100.00% | 100.00% |