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 | 3.13% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'526 CHF | 32'526 CHF | 100.00% | 100.00% |
19.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'899 CHF | 24'649 CHF | 100.00% | 100.00% |
18.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'368 CHF | 27'118 CHF | 100.00% | 100.00% |
15.11.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'355 CHF | 29'105 CHF | 100.00% | 100.00% |
14.11.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'642 CHF | 29'392 CHF | 99.22% | 99.22% |
13.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 26'940 CHF | 27'690 CHF | 98.74% | 98.74% |
12.11.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'805 CHF | 29'555 CHF | 100.00% | 100.00% |
11.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'287 CHF | 33'037 CHF | 100.00% | 100.00% |
08.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'807 CHF | 32'557 CHF | 100.00% | 100.00% |
07.11.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 35'317 CHF | 36'073 CHF | 98.73% | 98.73% |