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 | 1.87% | 0.54 CHF | 0.55 CHF | 87'000 | 87'000 | 86'785 | 86'785 | 46'415 CHF | 47'284 CHF | 100.00% | 100.00% |
19.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 87'600 | 87'600 | 86'279 | 86'279 | 46'994 CHF | 47'858 CHF | 98.89% | 98.89% |
18.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 85'800 | 85'800 | 85'533 | 85'533 | 48'302 CHF | 49'158 CHF | 100.00% | 100.00% |
15.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 85'000 | 85'000 | 86'010 | 86'010 | 49'715 CHF | 50'575 CHF | 71.72% | 71.72% |
14.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 86'600 | 86'600 | 85'972 | 85'972 | 47'939 CHF | 48'800 CHF | 100.00% | 100.00% |
13.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 86'600 | 86'600 | 85'847 | 85'847 | 48'268 CHF | 49'127 CHF | 99.19% | 99.19% |
12.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 87'400 | 87'400 | 85'400 | 85'400 | 48'522 CHF | 49'376 CHF | 100.00% | 100.00% |
11.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 84'000 | 84'000 | 83'581 | 83'581 | 50'681 CHF | 51'517 CHF | 100.00% | 100.00% |
08.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 85'100 | 85'100 | 84'121 | 84'121 | 50'484 CHF | 51'326 CHF | 100.00% | 100.00% |
07.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 83'100 | 83'100 | 82'433 | 82'433 | 52'816 CHF | 53'642 CHF | 100.00% | 100.00% |