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 | 1.66% | 0.58 CHF | 0.59 CHF | 67'600 | 67'600 | 67'054 | 67'054 | 40'190 CHF | 40'861 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 62'300 | 62'300 | 61'884 | 61'884 | 40'094 CHF | 40'712 CHF | 100.00% | 100.00% |
18.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 61'200 | 61'200 | 60'917 | 60'917 | 41'966 CHF | 42'575 CHF | 100.00% | 100.00% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 62'600 | 62'600 | 61'958 | 61'958 | 43'055 CHF | 43'675 CHF | 100.00% | 100.00% |
14.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 60'800 | 60'800 | 60'549 | 60'549 | 41'498 CHF | 42'104 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 74'900 | 74'900 | 73'596 | 73'596 | 53'236 CHF | 53'972 CHF | 100.00% | 100.00% |
12.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 72'600 | 72'600 | 71'296 | 71'296 | 40'037 CHF | 40'750 CHF | 99.86% | 99.86% |
11.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 76'000 | 76'000 | 75'989 | 75'989 | 44'959 CHF | 45'719 CHF | 99.68% | 99.68% |
08.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 78'700 | 78'700 | 77'577 | 77'577 | 42'207 CHF | 42'983 CHF | 99.18% | 99.18% |
07.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 88'400 | 88'400 | 88'286 | 88'286 | 47'748 CHF | 48'631 CHF | 99.39% | 99.39% |