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 | 2.70% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'564 CHF | 37'564 CHF | 100.00% | 100.00% |
19.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'670 CHF | 28'420 CHF | 100.00% | 100.00% |
18.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'118 CHF | 30'868 CHF | 100.00% | 100.00% |
15.11.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'105 CHF | 32'855 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'392 CHF | 33'142 CHF | 99.22% | 99.22% |
13.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 30'665 CHF | 31'416 CHF | 98.74% | 98.74% |
12.11.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'587 CHF | 33'337 CHF | 100.00% | 100.00% |
11.11.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'037 CHF | 36'787 CHF | 100.00% | 100.00% |
08.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'996 CHF | 36'746 CHF | 100.00% | 100.00% |
07.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 39'002 CHF | 39'761 CHF | 98.73% | 98.73% |