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 | 2.72% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'271 CHF | 28'021 CHF | 94.79% | 94.79% |
19.11.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'262 CHF | 26'012 CHF | 100.00% | 100.00% |
18.11.2024 | 4.17% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 19'480 CHF | 20'230 CHF | 100.00% | 100.00% |
15.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'970 CHF | 29'720 CHF | 100.00% | 100.00% |
14.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'927 CHF | 27'677 CHF | 83.69% | 83.69% |
13.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 74'112 | 74'112 | 25'392 CHF | 26'136 CHF | 94.16% | 94.16% |
12.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'426 CHF | 26'176 CHF | 84.38% | 84.38% |
11.11.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'134 CHF | 32'884 CHF | 94.79% | 94.79% |
08.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'279 CHF | 29'029 CHF | 100.00% | 100.00% |
07.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 72'251 | 72'251 | 26'740 CHF | 27'469 CHF | 93.52% | 93.52% |