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 | 3.15% | 0.27 CHF | 0.28 CHF | 315'000 | 315'000 | 110'290 | 110'290 | 32'760 CHF | 33'864 CHF | 99.78% | 99.78% |
19.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 325'000 | 325'000 | 111'939 | 111'939 | 37'008 CHF | 38'129 CHF | 100.00% | 100.00% |
18.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 320'000 | 320'000 | 110'142 | 110'142 | 34'091 CHF | 35'194 CHF | 99.91% | 99.91% |
15.11.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 320'000 | 320'000 | 109'477 | 109'477 | 31'694 CHF | 32'790 CHF | 100.00% | 100.00% |
14.11.2024 | 3.55% | 0.25 CHF | 0.26 CHF | 310'000 | 310'000 | 105'382 | 105'382 | 28'428 CHF | 29'483 CHF | 100.00% | 100.00% |
13.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 315'000 | 315'000 | 109'310 | 109'310 | 30'992 CHF | 32'087 CHF | 100.00% | 100.00% |
12.11.2024 | 3.89% | 0.27 CHF | 0.28 CHF | 315'000 | 315'000 | 109'209 | 109'209 | 29'169 CHF | 30'262 CHF | 100.00% | 100.00% |
11.11.2024 | 4.10% | 0.21 CHF | 0.22 CHF | 310'000 | 310'000 | 107'635 | 107'635 | 24'961 CHF | 26'039 CHF | 99.78% | 99.78% |
08.11.2024 | 8.34% | 0.23 CHF | 0.24 CHF | 315'000 | 315'000 | 87'343 | 87'343 | 22'155 CHF | 23'170 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.15 CHF | - CHF | 295'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |