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 | 2.88% | 0.33 CHF | 0.34 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 23'946 CHF | 24'646 CHF | 99.43% | 99.43% |
19.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 22'901 CHF | 23'608 CHF | 100.00% | 100.00% |
18.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 24'866 CHF | 25'566 CHF | 99.88% | 99.88% |
15.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 23'981 CHF | 24'681 CHF | 100.00% | 100.00% |
14.11.2024 | 3.37% | 0.32 CHF | 0.33 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 21'423 CHF | 22'155 CHF | 98.52% | 98.52% |
13.11.2024 | 3.38% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 21'237 CHF | 21'965 CHF | 100.00% | 100.00% |
12.11.2024 | 2.84% | 0.32 CHF | 0.33 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 24'326 CHF | 25'026 CHF | 99.90% | 99.90% |
11.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 26'135 CHF | 26'835 CHF | 100.00% | 100.00% |
08.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 24'333 CHF | 25'033 CHF | 99.05% | 99.05% |
07.11.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'199 CHF | 27'899 CHF | 100.00% | 100.00% |