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 | 3.26% | 0.32 CHF | 0.33 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'580 CHF | 14'030 CHF | 100.00% | 100.00% |
19.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'037 CHF | 16'537 CHF | 100.00% | 100.00% |
18.11.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'904 CHF | 14'354 CHF | 100.00% | 100.00% |
15.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'883 CHF | 16'383 CHF | 100.00% | 100.00% |
14.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'133 CHF | 15'633 CHF | 100.00% | 100.00% |
13.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'343 CHF | 15'843 CHF | 100.00% | 100.00% |
12.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'228 CHF | 14'728 CHF | 100.00% | 100.00% |
11.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'320 CHF | 13'820 CHF | 100.00% | 100.00% |
08.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'484 CHF | 14'984 CHF | 100.00% | 100.00% |
07.11.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'433 CHF | 14'933 CHF | 100.00% | 100.00% |