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 | 3.44% | 0.28 CHF | 0.30 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 30'603 CHF | 31'674 CHF | 100.00% | 100.00% |
19.11.2024 | 3.52% | 0.28 CHF | 0.28 CHF | 110'000 | 110'000 | 107'132 | 107'132 | 29'872 CHF | 30'944 CHF | 100.00% | 100.00% |
18.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 28'248 CHF | 29'319 CHF | 100.00% | 100.00% |
15.11.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 112'644 | 112'644 | 26'688 CHF | 27'814 CHF | 100.00% | 100.00% |
14.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 116'853 | 116'853 | 24'902 CHF | 26'071 CHF | 99.36% | 99.36% |
13.11.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 115'924 | 115'924 | 26'575 CHF | 27'734 CHF | 100.00% | 100.00% |
12.11.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 116'994 | 116'994 | 26'669 CHF | 27'839 CHF | 68.32% | 100.00% |
11.11.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 29'710 CHF | 30'781 CHF | 99.93% | 99.93% |
08.11.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 89'262 | 89'262 | 29'425 CHF | 30'317 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 97'930 | 97'930 | 44'723 CHF | 45'702 CHF | 98.53% | 98.53% |