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 | 2.55% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'086 CHF | 27'786 CHF | 99.44% | 99.44% |
19.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 70'656 | 70'656 | 28'664 CHF | 29'370 CHF | 100.00% | 100.00% |
18.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 26'416 CHF | 27'116 CHF | 99.88% | 99.88% |
15.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'672 CHF | 28'372 CHF | 100.00% | 100.00% |
14.11.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 32'525 CHF | 33'258 CHF | 98.60% | 98.60% |
13.11.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 32'411 CHF | 33'139 CHF | 100.00% | 100.00% |
12.11.2024 | 2.53% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'364 CHF | 28'064 CHF | 99.88% | 99.88% |
11.11.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 25'666 CHF | 26'366 CHF | 100.00% | 100.00% |
08.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'689 CHF | 28'389 CHF | 99.05% | 99.05% |
07.11.2024 | 2.76% | 0.39 CHF | 0.40 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 25'014 CHF | 25'714 CHF | 100.00% | 100.00% |