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 | 3.36% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'233 CHF | 30'233 CHF | 99.57% | 99.57% |
19.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'741 CHF | 29'741 CHF | 99.52% | 99.57% |
18.11.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 33'588 CHF | 34'838 CHF | 99.49% | 99.49% |
15.11.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 31'359 CHF | 32'609 CHF | 98.89% | 98.89% |
14.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'246 CHF | 35'746 CHF | 99.03% | 99.03% |
13.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 32'744 CHF | 34'244 CHF | 99.53% | 99.53% |
12.11.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 31'656 CHF | 33'156 CHF | 99.56% | 99.56% |
11.11.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 30'896 CHF | 32'396 CHF | 99.50% | 99.50% |
08.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 31'175 CHF | 32'675 CHF | 99.53% | 99.53% |
07.11.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 31'229 CHF | 32'729 CHF | 99.51% | 99.51% |