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 | 3.79% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 31'077 CHF | 32'277 CHF | 99.47% | 99.47% |
19.11.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 27'155 CHF | 28'355 CHF | 100.00% | 100.00% |
18.11.2024 | 3.97% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 29'656 CHF | 30'856 CHF | 99.89% | 99.89% |
15.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 28'748 CHF | 29'948 CHF | 100.00% | 100.00% |
14.11.2024 | 4.37% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 26'968 CHF | 28'168 CHF | 98.68% | 98.68% |
13.11.2024 | 4.26% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 27'761 CHF | 28'961 CHF | 100.00% | 100.00% |
12.11.2024 | 3.61% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 32'672 CHF | 33'872 CHF | 99.88% | 99.88% |
11.11.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 34'897 CHF | 36'097 CHF | 100.00% | 100.00% |
08.11.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 34'437 CHF | 35'637 CHF | 99.04% | 99.04% |