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 | 1.83% | 0.54 CHF | 0.55 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 49'080 CHF | 49'986 CHF | 100.00% | 100.00% |
19.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 93'000 | 93'000 | 90'417 | 90'417 | 48'241 CHF | 49'145 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 93'000 | 93'000 | 90'531 | 90'531 | 48'619 CHF | 49'524 CHF | 100.00% | 100.00% |
15.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 48'125 CHF | 49'029 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 93'000 | 93'000 | 91'590 | 91'590 | 45'385 CHF | 46'301 CHF | 99.33% | 99.33% |
13.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 47'369 CHF | 48'277 CHF | 100.00% | 100.00% |
12.11.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 48'060 CHF | 48'961 CHF | 98.86% | 100.00% |
11.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 52'576 CHF | 53'443 CHF | 99.93% | 99.93% |
08.11.2024 | 1.51% | 0.61 CHF | 0.62 CHF | 89'000 | 89'000 | 84'934 | 84'934 | 55'954 CHF | 56'803 CHF | 100.00% | 100.00% |
07.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 60'958 CHF | 61'777 CHF | 98.41% | 98.41% |