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 | 1.61% | 0.61 CHF | 0.62 CHF | 93'000 | 93'000 | 90'518 | 90'518 | 55'779 CHF | 56'684 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 54'959 CHF | 55'863 CHF | 100.00% | 100.00% |
18.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 93'000 | 93'000 | 90'531 | 90'531 | 55'247 CHF | 56'153 CHF | 100.00% | 100.00% |
15.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 54'835 CHF | 55'739 CHF | 100.00% | 100.00% |
14.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 93'000 | 93'000 | 91'593 | 91'593 | 52'159 CHF | 53'075 CHF | 99.39% | 99.39% |
13.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 54'046 CHF | 54'953 CHF | 100.00% | 100.00% |
12.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 54'783 CHF | 55'684 CHF | 98.86% | 100.00% |
11.11.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 91'000 | 91'000 | 86'766 | 86'766 | 58'929 CHF | 59'797 CHF | 99.93% | 99.93% |
08.11.2024 | 1.36% | 0.69 CHF | 0.70 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 62'228 CHF | 63'077 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 66'987 CHF | 67'806 CHF | 98.41% | 98.41% |