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 | 3.41% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'328 CHF | 17'928 CHF | 100.00% | 100.00% |
19.11.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'229 CHF | 17'829 CHF | 100.00% | 100.00% |
18.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 18'735 CHF | 19'335 CHF | 100.00% | 100.00% |
15.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'151 CHF | 19'751 CHF | 100.00% | 100.00% |
14.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'993 CHF | 18'593 CHF | 100.00% | 100.00% |
13.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 18'239 CHF | 18'839 CHF | 100.00% | 100.00% |
12.11.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'131 CHF | 16'631 CHF | 100.00% | 100.00% |
11.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'397 CHF | 19'897 CHF | 100.00% | 100.00% |
08.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'056 CHF | 19'556 CHF | 100.00% | 100.00% |
07.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'239 CHF | 21'739 CHF | 100.00% | 100.00% |