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 | 2.58% | 0.77 CHF | 0.79 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 73'734 CHF | 75'660 CHF | 100.00% | 100.00% |
19.11.2024 | 2.34% | 0.81 CHF | 0.83 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 82'746 CHF | 84'705 CHF | 99.88% | 99.88% |
18.11.2024 | 2.35% | 0.84 CHF | 0.86 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 82'427 CHF | 84'385 CHF | 100.00% | 100.00% |
15.11.2024 | 3.10% | 0.83 CHF | 0.85 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 60'779 CHF | 62'662 CHF | 100.00% | 100.00% |
14.11.2024 | 5.00% | 0.38 CHF | 0.40 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 35'095 CHF | 36'891 CHF | 100.00% | 100.00% |
13.11.2024 | 4.56% | 0.39 CHF | 0.41 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 38'940 CHF | 40'750 CHF | 100.00% | 100.00% |
12.11.2024 | 5.34% | 0.36 CHF | 0.38 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 33'092 CHF | 34'881 CHF | 99.93% | 99.93% |
11.11.2024 | 4.84% | 0.42 CHF | 0.44 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 36'359 CHF | 38'160 CHF | 100.00% | 100.00% |
08.11.2024 | 4.02% | 0.46 CHF | 0.48 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 44'627 CHF | 46'454 CHF | 98.93% | 98.93% |
07.11.2024 | 3.78% | 0.48 CHF | 0.50 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 48'142 CHF | 49'980 CHF | 100.00% | 100.00% |