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 | 1.53% | 0.62 CHF | 0.63 CHF | 66'500 | 66'500 | 65'682 | 65'682 | 42'514 CHF | 43'171 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 63'300 | 63'300 | 63'467 | 63'467 | 40'309 CHF | 40'944 CHF | 100.00% | 100.00% |
18.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 61'100 | 61'100 | 61'170 | 61'170 | 41'399 CHF | 42'011 CHF | 100.00% | 100.00% |
15.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 62'000 | 62'000 | 61'375 | 61'375 | 43'366 CHF | 43'980 CHF | 100.00% | 100.00% |
14.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 65'100 | 65'100 | 65'130 | 65'130 | 44'231 CHF | 44'882 CHF | 100.00% | 100.00% |
13.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 65'200 | 65'200 | 65'081 | 65'081 | 42'205 CHF | 42'856 CHF | 100.00% | 100.00% |
12.11.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 58'900 | 58'900 | 58'247 | 58'247 | 40'104 CHF | 40'687 CHF | 99.85% | 99.85% |
11.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 60'800 | 60'800 | 60'800 | 60'800 | 45'210 CHF | 45'818 CHF | 99.67% | 99.67% |
08.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 60'500 | 60'500 | 60'467 | 60'467 | 41'189 CHF | 41'794 CHF | 99.48% | 99.48% |
07.11.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 55'000 | 55'000 | 54'443 | 54'443 | 41'703 CHF | 42'247 CHF | 100.00% | 100.00% |