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 | 2.10% | 0.61 CHF | 0.62 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 21'437 CHF | 21'891 CHF | 100.00% | 100.00% |
19.11.2024 | 2.26% | 0.63 CHF | 0.64 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 22'351 CHF | 22'863 CHF | 100.00% | 100.00% |
18.11.2024 | 2.35% | 0.63 CHF | 0.64 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 22'026 CHF | 22'550 CHF | 100.00% | 100.00% |
15.11.2024 | 2.26% | 0.65 CHF | 0.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 24'891 CHF | 25'461 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 24'134 CHF | 24'536 CHF | 100.00% | 100.00% |
13.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'510 CHF | 23'910 CHF | 100.00% | 100.00% |
12.11.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 25'064 CHF | 25'514 CHF | 100.00% | 100.00% |
11.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 25'501 CHF | 25'951 CHF | 100.00% | 100.00% |
08.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 22'937 CHF | 23'337 CHF | 100.00% | 100.00% |
07.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'952 CHF | 24'352 CHF | 100.00% | 100.00% |