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 | 6.05% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 16'130 CHF | 17'130 CHF | 100.00% | 100.00% |
19.11.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 12'318 CHF | 13'068 CHF | 100.00% | 100.00% |
18.11.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'744 CHF | 15'494 CHF | 100.00% | 100.00% |
15.11.2024 | 4.37% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 16'792 CHF | 17'542 CHF | 100.00% | 100.00% |
14.11.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 17'000 CHF | 17'750 CHF | 99.22% | 99.22% |
13.11.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 15'445 CHF | 16'189 CHF | 98.74% | 98.74% |
12.11.2024 | 4.28% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 17'226 CHF | 17'976 CHF | 100.00% | 100.00% |
11.11.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'640 CHF | 21'390 CHF | 100.00% | 100.00% |
08.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'537 CHF | 21'287 CHF | 100.00% | 100.00% |
07.11.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 23'893 CHF | 24'648 CHF | 98.73% | 98.73% |