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 | 2.31% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 29'938 CHF | 30'638 CHF | 99.49% | 99.49% |
19.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 28'972 CHF | 29'679 CHF | 100.00% | 100.00% |
18.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'919 CHF | 31'619 CHF | 99.90% | 99.90% |
15.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'029 CHF | 30'729 CHF | 100.00% | 100.00% |
14.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 73'271 | 73'271 | 27'697 CHF | 28'430 CHF | 98.66% | 98.66% |
13.11.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 27'523 CHF | 28'251 CHF | 100.00% | 100.00% |
12.11.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'389 CHF | 31'089 CHF | 99.88% | 99.88% |
11.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'139 CHF | 32'839 CHF | 100.00% | 100.00% |
08.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'362 CHF | 31'062 CHF | 99.04% | 99.04% |
07.11.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 33'307 CHF | 34'007 CHF | 100.00% | 100.00% |