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 | 3.14% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 21'970 CHF | 22'670 CHF | 99.48% | 99.53% |
19.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 21'680 CHF | 22'380 CHF | 99.54% | 99.54% |
18.11.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'355 CHF | 21'955 CHF | 99.58% | 99.58% |
15.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 24'498 CHF | 25'198 CHF | 98.37% | 98.37% |
14.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 21'006 CHF | 21'706 CHF | 99.51% | 99.51% |
13.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 22'430 CHF | 23'230 CHF | 99.59% | 99.59% |
12.11.2024 | 3.21% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 21'463 CHF | 22'163 CHF | 99.56% | 99.56% |
11.11.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 28'962 CHF | 29'862 CHF | 98.93% | 98.99% |
08.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 19'149 CHF | 19'949 CHF | 99.43% | 99.49% |
07.11.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 23'537 CHF | 24'437 CHF | 99.07% | 99.07% |