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 | 2.80% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 26'443 CHF | 27'193 CHF | 100.00% | 100.00% |
19.11.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'169 CHF | 25'919 CHF | 99.90% | 99.90% |
18.11.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'896 CHF | 28'646 CHF | 99.92% | 99.92% |
15.11.2024 | 2.36% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'501 CHF | 32'251 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 34'378 CHF | 35'128 CHF | 100.00% | 100.00% |
13.11.2024 | 2.33% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'831 CHF | 32'581 CHF | 100.00% | 100.00% |
12.11.2024 | 1.97% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'830 CHF | 38'580 CHF | 99.69% | 99.69% |
11.11.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'916 CHF | 39'666 CHF | 99.85% | 99.85% |
08.11.2024 | 1.84% | 0.44 CHF | 0.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'655 CHF | 41'405 CHF | 100.00% | 100.00% |
07.11.2024 | 1.96% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'123 CHF | 38'873 CHF | 83.09% | 83.09% |