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 | 2.88% | 0.34 CHF | 0.35 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 31'010 CHF | 31'915 CHF | 100.00% | 100.00% |
19.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 30'336 CHF | 31'240 CHF | 100.00% | 100.00% |
18.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 30'575 CHF | 31'480 CHF | 100.00% | 100.00% |
15.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 30'037 CHF | 30'941 CHF | 100.00% | 100.00% |
14.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 93'000 | 93'000 | 91'594 | 91'594 | 27'057 CHF | 27'973 CHF | 99.39% | 99.39% |
13.11.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 29'279 CHF | 30'187 CHF | 100.00% | 100.00% |
12.11.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 30'005 CHF | 30'906 CHF | 98.86% | 100.00% |
11.11.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 35'135 CHF | 36'003 CHF | 99.93% | 99.93% |
08.11.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 38'897 CHF | 39'746 CHF | 100.00% | 100.00% |
07.11.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 83'000 | 83'000 | 81'912 | 81'912 | 44'419 CHF | 45'238 CHF | 98.41% | 98.41% |