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 | 3.46% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'916 CHF | 20'616 CHF | 99.47% | 99.47% |
19.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 70'656 | 70'656 | 21'453 CHF | 22'160 CHF | 100.00% | 100.00% |
18.11.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'222 CHF | 19'922 CHF | 99.89% | 99.89% |
15.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'446 CHF | 21'146 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 24'976 CHF | 25'709 CHF | 98.66% | 98.66% |
13.11.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 24'835 CHF | 25'563 CHF | 100.00% | 100.00% |
12.11.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'168 CHF | 20'868 CHF | 99.88% | 99.88% |
11.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 18'422 CHF | 19'122 CHF | 100.00% | 100.00% |
08.11.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'414 CHF | 21'114 CHF | 99.04% | 99.04% |
07.11.2024 | 3.87% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'755 CHF | 18'455 CHF | 100.00% | 100.00% |