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 | 2.26% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'215 CHF | 26'815 CHF | 99.57% | 99.57% |
19.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'243 CHF | 27'843 CHF | 99.55% | 99.55% |
18.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'551 CHF | 27'151 CHF | 99.44% | 99.49% |
15.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'274 CHF | 25'874 CHF | 98.85% | 98.85% |
14.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'458 CHF | 26'058 CHF | 99.57% | 99.57% |
13.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'310 CHF | 25'910 CHF | 99.57% | 99.57% |
12.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'004 CHF | 28'704 CHF | 99.50% | 99.50% |
11.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 25'419 CHF | 26'119 CHF | 99.45% | 99.50% |
08.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 28'935 CHF | 29'735 CHF | 99.48% | 99.48% |
07.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 24'850 CHF | 25'550 CHF | 99.05% | 99.05% |