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 | 3.95% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'392 CHF | 18'092 CHF | 99.43% | 99.43% |
19.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 70'659 | 70'659 | 16'179 CHF | 16'885 CHF | 100.00% | 100.00% |
18.11.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 18'330 CHF | 19'030 CHF | 99.88% | 99.88% |
15.11.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'264 CHF | 17'964 CHF | 100.00% | 100.00% |
14.11.2024 | 4.93% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 73'269 | 73'269 | 14'530 CHF | 15'262 CHF | 98.61% | 98.61% |
13.11.2024 | 4.95% | 0.18 CHF | 0.19 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 14'422 CHF | 15'150 CHF | 100.00% | 100.00% |
12.11.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'632 CHF | 18'332 CHF | 99.90% | 99.90% |
11.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'536 CHF | 20'236 CHF | 100.00% | 100.00% |
08.11.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'618 CHF | 18'318 CHF | 99.05% | 99.05% |
07.11.2024 | 3.34% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'626 CHF | 21'326 CHF | 100.00% | 100.00% |