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 | 3.10% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 116'873 | 116'873 | 37'191 CHF | 38'360 CHF | 100.00% | 100.00% |
19.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 116'871 | 116'871 | 35'136 CHF | 36'305 CHF | 100.00% | 100.00% |
18.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 130'000 | 130'000 | 126'615 | 126'615 | 35'591 CHF | 36'857 CHF | 100.00% | 100.00% |
15.11.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 126'612 | 126'612 | 32'363 CHF | 33'630 CHF | 100.00% | 100.00% |
14.11.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 126'591 | 126'591 | 28'273 CHF | 29'539 CHF | 99.36% | 99.36% |
13.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 126'615 | 126'615 | 31'033 CHF | 32'299 CHF | 100.00% | 100.00% |
12.11.2024 | 3.99% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 126'913 | 126'913 | 31'210 CHF | 32'480 CHF | 68.32% | 100.00% |
11.11.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 116'871 | 116'871 | 36'290 CHF | 37'459 CHF | 99.93% | 99.93% |
08.11.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 108'846 | 108'846 | 39'620 CHF | 40'708 CHF | 99.67% | 99.67% |
07.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 107'091 | 107'091 | 50'780 CHF | 51'851 CHF | 98.53% | 98.53% |