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 | 2.33% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'343 CHF | 43'343 CHF | 99.39% | 99.39% |
19.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'804 CHF | 31'554 CHF | 98.33% | 98.33% |
18.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'837 CHF | 30'587 CHF | 99.29% | 99.29% |
15.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'130 CHF | 28'880 CHF | 99.39% | 99.39% |
14.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'057 CHF | 31'807 CHF | 99.35% | 99.35% |
13.11.2024 | 2.60% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'724 CHF | 29'474 CHF | 99.36% | 99.36% |
12.11.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'499 CHF | 24'249 CHF | 99.09% | 99.09% |
11.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'012 CHF | 23'762 CHF | 99.30% | 99.30% |
08.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 23'147 CHF | 23'897 CHF | 99.39% | 99.39% |
07.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'730 CHF | 20'480 CHF | 99.28% | 99.28% |