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 | 2.96% | 0.70 CHF | 0.72 CHF | 77'000 | 77'000 | 76'837 | 76'837 | 51'306 CHF | 52'843 CHF | 100.00% | 100.00% |
19.11.2024 | 2.84% | 0.70 CHF | 0.72 CHF | 77'000 | 77'000 | 77'143 | 77'143 | 53'630 CHF | 55'173 CHF | 99.90% | 99.90% |
18.11.2024 | 2.97% | 0.66 CHF | 0.68 CHF | 77'000 | 77'000 | 76'960 | 76'960 | 51'155 CHF | 52'694 CHF | 100.00% | 100.00% |
15.11.2024 | 3.19% | 0.64 CHF | 0.66 CHF | 76'000 | 76'000 | 76'002 | 76'002 | 46'919 CHF | 48'440 CHF | 100.00% | 100.00% |
14.11.2024 | 3.06% | 0.61 CHF | 0.63 CHF | 76'000 | 76'000 | 76'384 | 76'384 | 49'180 CHF | 50'708 CHF | 100.00% | 100.00% |
13.11.2024 | 2.83% | 0.71 CHF | 0.73 CHF | 77'000 | 77'000 | 77'139 | 77'139 | 53'777 CHF | 55'319 CHF | 100.00% | 100.00% |
12.11.2024 | 3.23% | 0.67 CHF | 0.69 CHF | 77'000 | 77'000 | 76'121 | 76'121 | 46'476 CHF | 47'999 CHF | 99.89% | 99.89% |
11.11.2024 | 3.21% | 0.64 CHF | 0.66 CHF | 76'000 | 76'000 | 76'011 | 76'011 | 46'670 CHF | 48'190 CHF | 100.00% | 100.00% |
08.11.2024 | 2.91% | 0.68 CHF | 0.70 CHF | 77'000 | 77'000 | 77'000 | 77'000 | 52'144 CHF | 53'684 CHF | 98.95% | 98.95% |
07.11.2024 | 3.02% | 0.65 CHF | 0.67 CHF | 76'000 | 76'000 | 76'439 | 76'439 | 49'884 CHF | 51'413 CHF | 100.00% | 100.00% |