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 | 2.67% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 51'100 | 51'100 | 19'447 CHF | 19'962 CHF | 99.90% | 99.90% |
19.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 51'221 | 51'221 | 18'031 CHF | 18'545 CHF | 100.00% | 100.00% |
18.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 35'849 | 35'849 | 12'391 CHF | 12'753 CHF | 99.90% | 99.90% |
15.11.2024 | 3.03% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 53'397 | 53'397 | 18'126 CHF | 18'662 CHF | 99.90% | 99.90% |
14.11.2024 | 3.29% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 53'013 | 53'013 | 16'500 CHF | 17'037 CHF | 100.00% | 100.00% |
13.11.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 53'347 | 53'347 | 16'593 CHF | 17'128 CHF | 100.00% | 100.00% |
12.11.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 51'448 | 51'448 | 17'010 CHF | 17'535 CHF | 99.90% | 99.90% |
11.11.2024 | 11.26% | 0.37 CHF | 0.38 CHF | 110'000 | 110'000 | 18'188 | 18'188 | 6'775 CHF | 7'413 CHF | 99.88% | 99.88% |
08.11.2024 | 3.22% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 53'352 | 53'352 | 17'362 CHF | 17'898 CHF | 100.00% | 100.00% |
07.11.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 53'400 | 53'400 | 16'601 CHF | 17'137 CHF | 99.90% | 99.90% |