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 | 2.46% | 0.40 CHF | 0.41 CHF | 93'000 | 93'000 | 90'518 | 90'518 | 36'413 CHF | 37'318 CHF | 100.00% | 100.00% |
19.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 35'681 CHF | 36'585 CHF | 100.00% | 100.00% |
18.11.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 35'959 CHF | 36'865 CHF | 100.00% | 100.00% |
15.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 35'423 CHF | 36'328 CHF | 100.00% | 100.00% |
14.11.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 93'000 | 93'000 | 91'591 | 91'591 | 32'523 CHF | 33'439 CHF | 99.33% | 99.33% |
13.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 93'000 | 93'000 | 90'756 | 90'756 | 34'690 CHF | 35'598 CHF | 100.00% | 100.00% |
12.11.2024 | 2.51% | 0.37 CHF | 0.38 CHF | 93'000 | 93'000 | 90'140 | 90'140 | 35'407 CHF | 36'308 CHF | 98.86% | 100.00% |
11.11.2024 | 2.13% | 0.44 CHF | 0.45 CHF | 91'000 | 91'000 | 86'766 | 86'766 | 40'328 CHF | 41'196 CHF | 99.93% | 99.93% |
08.11.2024 | 1.91% | 0.47 CHF | 0.48 CHF | 89'000 | 89'000 | 84'934 | 84'934 | 44'033 CHF | 44'883 CHF | 100.00% | 100.00% |
07.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 83'000 | 83'000 | 81'912 | 81'912 | 49'421 CHF | 50'240 CHF | 98.41% | 98.41% |