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 | 2.50% | 0.37 CHF | 0.38 CHF | 31'220 | 31'220 | 30'896 | 30'892 | 12'377 CHF | 12'685 CHF | 100.00% | 100.00% |
19.11.2024 | 2.42% | 0.39 CHF | 0.40 CHF | 31'250 | 10'217 | 30'774 | 10'135 | 12'826 CHF | 4'326 CHF | 90.17% | 98.73% |
18.11.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 30'560 | 10'217 | 30'334 | 10'142 | 17'100 CHF | 5'819 CHF | 100.00% | 100.00% |
15.11.2024 | 1.77% | 0.50 CHF | 0.51 CHF | 30'880 | 10'217 | 30'700 | 10'217 | 17'263 CHF | 5'848 CHF | 72.04% | 72.04% |
14.11.2024 | 1.73% | 0.63 CHF | 0.64 CHF | 30'470 | 10'217 | 30'296 | 10'142 | 17'703 CHF | 6'034 CHF | 100.00% | 100.00% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 30'830 | 10'217 | 30'571 | 10'142 | 15'744 CHF | 5'325 CHF | 98.54% | 98.54% |
12.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 30'780 | 10'217 | 30'371 | 10'142 | 17'048 CHF | 5'795 CHF | 99.66% | 99.66% |
11.11.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 30'340 | 10'217 | 29'937 | 10'142 | 20'513 CHF | 7'051 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 30'370 | 10'217 | 30'036 | 22'251 | 20'370 CHF | 15'393 CHF | 98.91% | 100.00% |
07.11.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 30'290 | 30'290 | 29'933 | 29'933 | 22'110 CHF | 22'410 CHF | 100.00% | 100.00% |