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 | 4.36% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 24'029 CHF | 25'101 CHF | 100.00% | 100.00% |
19.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 107'132 | 107'132 | 23'533 CHF | 24'605 CHF | 100.00% | 100.00% |
18.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 22'523 CHF | 23'594 CHF | 100.00% | 100.00% |
15.11.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 112'645 | 112'645 | 21'478 CHF | 22'604 CHF | 100.00% | 100.00% |
14.11.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 120'000 | 120'000 | 116'853 | 116'853 | 20'281 CHF | 21'450 CHF | 99.36% | 99.36% |
13.11.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 115'927 | 115'927 | 21'454 CHF | 22'614 CHF | 100.00% | 100.00% |
12.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 116'995 | 116'995 | 21'709 CHF | 22'879 CHF | 68.32% | 100.00% |
11.11.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 23'881 CHF | 24'953 CHF | 99.93% | 99.93% |
08.11.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 107'070 | 107'070 | 27'964 CHF | 29'034 CHF | 100.00% | 100.00% |
07.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 107'091 | 107'091 | 37'004 CHF | 38'075 CHF | 98.53% | 98.53% |