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 | 2.41% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'664 CHF | 29'364 CHF | 99.56% | 99.56% |
19.11.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'430 CHF | 31'130 CHF | 99.50% | 99.50% |
18.11.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 31'159 CHF | 31'959 CHF | 99.49% | 99.49% |
15.11.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 26'648 CHF | 27'348 CHF | 99.52% | 99.52% |
14.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'019 CHF | 26'619 CHF | 99.56% | 99.56% |
13.11.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 29'894 CHF | 30'594 CHF | 99.53% | 99.54% |
12.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 32'109 CHF | 32'909 CHF | 99.53% | 99.53% |
11.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'931 CHF | 28'631 CHF | 99.52% | 99.52% |
08.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'112 CHF | 28'812 CHF | 99.50% | 99.50% |
07.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 29'301 CHF | 30'001 CHF | 99.51% | 99.51% |