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 | 2.35% | 0.88 CHF | 0.90 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 64'685 CHF | 66'222 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 0.87 CHF | 0.89 CHF | 77'000 | 77'000 | 77'142 | 77'142 | 67'013 CHF | 68'555 CHF | 99.84% | 99.84% |
18.11.2024 | 2.36% | 0.83 CHF | 0.85 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 64'533 CHF | 66'072 CHF | 100.00% | 100.00% |
15.11.2024 | 2.50% | 0.81 CHF | 0.83 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 60'135 CHF | 61'655 CHF | 100.00% | 100.00% |
14.11.2024 | 2.42% | 0.78 CHF | 0.80 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 62'481 CHF | 64'009 CHF | 100.00% | 100.00% |
13.11.2024 | 2.27% | 0.88 CHF | 0.90 CHF | 77'000 | 77'000 | 77'140 | 77'140 | 67'234 CHF | 68'776 CHF | 100.00% | 100.00% |
12.11.2024 | 2.52% | 0.84 CHF | 0.86 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 59'749 CHF | 61'272 CHF | 99.86% | 99.86% |
11.11.2024 | 2.51% | 0.81 CHF | 0.83 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 59'856 CHF | 61'376 CHF | 100.00% | 100.00% |
08.11.2024 | 2.32% | 0.85 CHF | 0.87 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 65'567 CHF | 67'107 CHF | 98.91% | 98.91% |
07.11.2024 | 2.39% | 0.82 CHF | 0.84 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 63'206 CHF | 64'735 CHF | 100.00% | 100.00% |