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 | 4.07% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'666 CHF | 25'222 CHF | 99.35% | 99.35% |
19.11.2024 | 3.38% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 165'176 | 85'102 | 47'267 CHF | 25'544 CHF | 98.83% | 98.83% |
18.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'547 CHF | 24'297 CHF | 97.52% | 97.52% |
15.11.2024 | 3.29% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'462 CHF | 23'212 CHF | 99.35% | 99.35% |
14.11.2024 | 4.42% | 0.28 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 16'713 CHF | 17'463 CHF | 99.36% | 99.36% |
13.11.2024 | 5.35% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 13'692 CHF | 14'442 CHF | 94.84% | 94.84% |
12.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'652 CHF | 15'402 CHF | 94.20% | 94.20% |
11.11.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'933 CHF | 16'683 CHF | 98.53% | 98.53% |
08.11.2024 | 5.09% | 0.22 CHF | 0.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'417 CHF | 15'167 CHF | 90.80% | 90.80% |
07.11.2024 | 4.19% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 17'571 CHF | 18'321 CHF | 98.67% | 98.67% |