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 | 3.71% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'526 CHF | 27'526 CHF | 100.00% | 100.00% |
19.11.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'149 CHF | 20'899 CHF | 100.00% | 100.00% |
18.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'583 CHF | 23'333 CHF | 100.00% | 100.00% |
15.11.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'330 CHF | 25'080 CHF | 100.00% | 100.00% |
14.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'547 CHF | 25'297 CHF | 99.22% | 99.22% |
13.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 22'985 CHF | 23'732 CHF | 98.74% | 98.74% |
12.11.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'055 CHF | 25'805 CHF | 100.00% | 100.00% |
11.11.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'495 CHF | 29'245 CHF | 100.00% | 100.00% |
08.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'057 CHF | 28'807 CHF | 100.00% | 100.00% |
07.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 31'343 CHF | 32'103 CHF | 98.73% | 98.73% |