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 | 4.07% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 16'880 CHF | 17'580 CHF | 99.48% | 99.48% |
19.11.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 15'637 CHF | 16'344 CHF | 100.00% | 100.00% |
18.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'810 CHF | 18'510 CHF | 99.89% | 99.89% |
15.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 16'767 CHF | 17'467 CHF | 100.00% | 100.00% |
14.11.2024 | 5.12% | 0.22 CHF | 0.23 CHF | 70'000 | 70'000 | 73'267 | 73'267 | 13'987 CHF | 14'720 CHF | 98.53% | 98.53% |
13.11.2024 | 5.16% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 13'848 CHF | 14'577 CHF | 100.00% | 100.00% |
12.11.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'173 CHF | 17'873 CHF | 99.88% | 99.88% |
11.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'044 CHF | 19'744 CHF | 100.00% | 100.00% |
08.11.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'233 CHF | 17'933 CHF | 99.04% | 99.04% |
07.11.2024 | 3.43% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'099 CHF | 20'799 CHF | 100.00% | 100.00% |