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 | 3.90% | 0.25 CHF | 0.26 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 22'770 CHF | 23'675 CHF | 100.00% | 100.00% |
19.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 93'000 | 93'000 | 90'417 | 90'417 | 22'068 CHF | 22'973 CHF | 100.00% | 100.00% |
18.11.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 93'000 | 93'000 | 90'531 | 90'531 | 22'287 CHF | 23'193 CHF | 100.00% | 100.00% |
15.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 21'727 CHF | 22'631 CHF | 100.00% | 100.00% |
14.11.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 93'000 | 93'000 | 91'590 | 91'590 | 18'663 CHF | 19'579 CHF | 99.33% | 99.33% |
13.11.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 93'000 | 93'000 | 90'756 | 90'756 | 20'891 CHF | 21'798 CHF | 100.00% | 100.00% |
12.11.2024 | 4.08% | 0.22 CHF | 0.23 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 21'646 CHF | 22'547 CHF | 98.86% | 100.00% |
11.11.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 26'937 CHF | 27'805 CHF | 99.93% | 99.93% |
08.11.2024 | 2.72% | 0.32 CHF | 0.33 CHF | 89'000 | 89'000 | 84'934 | 84'934 | 30'917 CHF | 31'767 CHF | 100.00% | 100.00% |
07.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 83'000 | 83'000 | 81'912 | 81'912 | 36'645 CHF | 37'464 CHF | 98.41% | 98.41% |