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 | 2.54% | 0.40 CHF | 0.41 CHF | 87'000 | 87'000 | 86'724 | 86'724 | 34'063 CHF | 34'931 CHF | 100.00% | 100.00% |
19.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 87'600 | 87'600 | 86'248 | 86'248 | 34'859 CHF | 35'723 CHF | 98.97% | 98.97% |
18.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 85'800 | 85'800 | 85'501 | 85'501 | 36'245 CHF | 37'100 CHF | 100.00% | 100.00% |
15.11.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 85'000 | 85'000 | 86'076 | 86'076 | 37'360 CHF | 38'221 CHF | 71.98% | 71.98% |
14.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 86'400 | 86'400 | 85'952 | 85'952 | 35'787 CHF | 36'647 CHF | 100.00% | 100.00% |
13.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 86'600 | 86'600 | 85'851 | 85'851 | 36'074 CHF | 36'933 CHF | 99.19% | 99.19% |
12.11.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 87'400 | 87'400 | 85'423 | 85'423 | 36'366 CHF | 37'221 CHF | 100.00% | 100.00% |
11.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 84'300 | 84'300 | 83'608 | 83'608 | 38'798 CHF | 39'635 CHF | 100.00% | 100.00% |
08.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 85'100 | 85'100 | 84'102 | 84'102 | 38'501 CHF | 39'343 CHF | 100.00% | 100.00% |
07.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 83'300 | 83'300 | 82'483 | 82'483 | 41'174 CHF | 42'000 CHF | 100.00% | 100.00% |