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 | 4.61% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 63'141 | 63'141 | 13'844 CHF | 14'478 CHF | 99.32% | 99.32% |
19.11.2024 | 5.24% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 65'184 | 65'184 | 12'599 CHF | 13'255 CHF | 100.00% | 100.00% |
18.11.2024 | 5.47% | 0.19 CHF | 0.20 CHF | 140'000 | 140'000 | 65'248 | 65'248 | 12'163 CHF | 12'818 CHF | 99.77% | 99.77% |
15.11.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 64'885 | 64'885 | 12'898 CHF | 13'549 CHF | 99.90% | 99.90% |
14.11.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 65'307 | 65'307 | 13'764 CHF | 14'420 CHF | 98.66% | 98.66% |
13.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 63'150 | 63'150 | 13'784 CHF | 14'419 CHF | 100.00% | 100.00% |
12.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 63'177 | 63'177 | 14'228 CHF | 14'863 CHF | 99.87% | 99.87% |
11.11.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 130'000 | 130'000 | 63'199 | 63'199 | 15'012 CHF | 15'646 CHF | 99.90% | 99.90% |
08.11.2024 | 4.31% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 63'367 | 63'367 | 14'916 CHF | 15'553 CHF | 99.06% | 99.06% |
07.11.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 63'293 | 63'293 | 14'976 CHF | 15'611 CHF | 99.72% | 99.72% |