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 | 1.52% | 0.65 CHF | 0.66 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 34'429 CHF | 34'955 CHF | 100.00% | 100.00% |
19.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 32'799 CHF | 33'334 CHF | 100.00% | 100.00% |
18.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 30'723 CHF | 31'258 CHF | 100.00% | 100.00% |
15.11.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 28'145 CHF | 28'686 CHF | 100.00% | 100.00% |
14.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 24'391 CHF | 24'938 CHF | 99.33% | 99.33% |
13.11.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 26'762 CHF | 27'307 CHF | 100.00% | 100.00% |
12.11.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 27'323 CHF | 27'876 CHF | 68.32% | 100.00% |
11.11.2024 | 1.56% | 0.59 CHF | 0.60 CHF | 55'000 | 55'000 | 52'699 | 52'699 | 33'579 CHF | 34'106 CHF | 99.93% | 99.93% |
08.11.2024 | 1.32% | 0.70 CHF | 0.71 CHF | 54'000 | 54'000 | 51'726 | 51'726 | 39'065 CHF | 39'582 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 48'837 CHF | 49'334 CHF | 98.53% | 98.53% |