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 | 2.55% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'141 CHF | 27'841 CHF | 100.00% | 100.00% |
19.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 26'381 CHF | 27'081 CHF | 100.00% | 100.00% |
18.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 26'410 CHF | 27'110 CHF | 100.00% | 100.00% |
15.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'237 CHF | 27'937 CHF | 100.00% | 100.00% |
14.11.2024 | 2.51% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 23'698 CHF | 24'298 CHF | 100.00% | 100.00% |
13.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'348 CHF | 27'948 CHF | 100.00% | 100.00% |
12.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'457 CHF | 27'057 CHF | 100.00% | 100.00% |
11.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'408 CHF | 29'108 CHF | 100.00% | 100.00% |
08.11.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'630 CHF | 28'330 CHF | 100.00% | 100.00% |
07.11.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'958 CHF | 22'558 CHF | 100.00% | 100.00% |