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 | 3.71% | 0.25 CHF | 0.26 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 21'165 CHF | 21'965 CHF | 99.56% | 99.56% |
19.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 21'808 CHF | 22'608 CHF | 99.52% | 99.56% |
18.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 20'800 CHF | 21'600 CHF | 99.49% | 99.49% |
15.11.2024 | 3.44% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'073 CHF | 20'773 CHF | 98.86% | 98.86% |
14.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'019 CHF | 20'719 CHF | 99.51% | 99.51% |
13.11.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 21'769 CHF | 22'469 CHF | 99.49% | 99.49% |
12.11.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'935 CHF | 20'535 CHF | 99.56% | 99.56% |
11.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'091 CHF | 22'691 CHF | 99.50% | 99.50% |
08.11.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'979 CHF | 21'579 CHF | 99.50% | 99.50% |
07.11.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'978 CHF | 19'478 CHF | 99.54% | 99.54% |