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 | 2.79% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 42'449 CHF | 43'649 CHF | 99.48% | 99.48% |
19.11.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 38'345 CHF | 39'545 CHF | 100.00% | 100.00% |
18.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'960 CHF | 42'160 CHF | 99.89% | 99.89% |
15.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'021 CHF | 41'221 CHF | 100.00% | 100.00% |
14.11.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 38'323 CHF | 39'523 CHF | 98.67% | 98.67% |
13.11.2024 | 3.04% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 39'008 CHF | 40'208 CHF | 100.00% | 100.00% |
12.11.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 44'194 CHF | 45'394 CHF | 99.88% | 99.88% |
11.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 46'261 CHF | 47'461 CHF | 100.00% | 100.00% |
08.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 45'812 CHF | 47'012 CHF | 99.04% | 99.04% |