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 | 3.31% | 0.28 CHF | 0.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'292 CHF | 23'042 CHF | 94.79% | 94.79% |
19.11.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'411 CHF | 21'161 CHF | 100.00% | 100.00% |
18.11.2024 | 4.39% | 0.31 CHF | 0.32 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 15'960 CHF | 16'629 CHF | 100.00% | 100.00% |
15.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'899 CHF | 24'649 CHF | 100.00% | 100.00% |
14.11.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'877 CHF | 22'627 CHF | 83.69% | 83.69% |
13.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 74'112 | 74'112 | 20'286 CHF | 21'033 CHF | 94.16% | 94.16% |
12.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'186 CHF | 20'936 CHF | 84.38% | 84.38% |
11.11.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'172 CHF | 27'922 CHF | 94.79% | 94.79% |
08.11.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'150 CHF | 23'900 CHF | 100.00% | 100.00% |
07.11.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 72'251 | 72'251 | 21'991 CHF | 22'717 CHF | 93.52% | 93.52% |