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 | 2.08% | 0.47 CHF | 0.48 CHF | 93'000 | 93'000 | 90'519 | 90'519 | 43'112 CHF | 44'018 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 93'000 | 93'000 | 90'418 | 90'418 | 42'340 CHF | 43'245 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 93'000 | 93'000 | 90'530 | 90'530 | 42'598 CHF | 43'503 CHF | 100.00% | 100.00% |
15.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 42'156 CHF | 43'061 CHF | 100.00% | 100.00% |
14.11.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 93'000 | 93'000 | 91'594 | 91'594 | 39'336 CHF | 40'252 CHF | 99.39% | 99.39% |
13.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 41'315 CHF | 42'223 CHF | 100.00% | 100.00% |
12.11.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 42'091 CHF | 42'992 CHF | 98.86% | 100.00% |
11.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 46'731 CHF | 47'599 CHF | 99.93% | 99.93% |
08.11.2024 | 1.68% | 0.55 CHF | 0.56 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 50'255 CHF | 51'104 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 55'446 CHF | 56'265 CHF | 98.41% | 98.41% |