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 | 3.24% | 0.30 CHF | 0.31 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 27'299 CHF | 28'199 CHF | 100.00% | 100.00% |
19.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 24'569 CHF | 25'369 CHF | 100.00% | 100.00% |
18.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 28'838 CHF | 29'738 CHF | 100.00% | 100.00% |
15.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 27'882 CHF | 28'782 CHF | 98.91% | 98.91% |
14.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'737 CHF | 29'737 CHF | 100.00% | 100.00% |
13.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'518 CHF | 25'518 CHF | 100.00% | 100.00% |
12.11.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'728 CHF | 26'728 CHF | 100.00% | 100.00% |
11.11.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'880 CHF | 28'880 CHF | 100.00% | 100.00% |
08.11.2024 | 3.37% | 0.27 CHF | 0.28 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 26'289 CHF | 27'189 CHF | 100.00% | 100.00% |
07.11.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 29'549 CHF | 30'449 CHF | 100.00% | 100.00% |