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 | 4.10% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 53'405 | 53'405 | 13'069 CHF | 13'605 CHF | 99.89% | 99.89% |
19.11.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 53'352 | 53'352 | 12'052 CHF | 12'588 CHF | 100.00% | 100.00% |
18.11.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 38'070 | 38'070 | 8'384 CHF | 8'767 CHF | 99.89% | 99.89% |
15.11.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 53'407 | 53'407 | 11'540 CHF | 12'076 CHF | 99.90% | 99.90% |
14.11.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 53'403 | 53'403 | 10'629 CHF | 11'166 CHF | 100.00% | 100.00% |
13.11.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 58'496 | 58'496 | 11'560 CHF | 12'147 CHF | 100.00% | 100.00% |
12.11.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 130'000 | 130'000 | 54'414 | 54'414 | 11'458 CHF | 12'005 CHF | 99.90% | 99.90% |
11.11.2024 | 16.96% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 19'053 | 19'053 | 4'550 CHF | 5'215 CHF | 99.56% | 99.56% |
08.11.2024 | 4.97% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 58'690 | 58'690 | 12'189 CHF | 12'778 CHF | 100.00% | 100.00% |
07.11.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 130'000 | 130'000 | 60'762 | 60'762 | 12'135 CHF | 12'745 CHF | 99.89% | 99.89% |