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 | 2.25% | 0.44 CHF | 0.45 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 23'169 CHF | 23'695 CHF | 100.00% | 100.00% |
19.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 21'406 CHF | 21'942 CHF | 100.00% | 100.00% |
18.11.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 19'331 CHF | 19'866 CHF | 100.00% | 100.00% |
15.11.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 56'000 | 56'000 | 54'119 | 54'119 | 16'514 CHF | 17'055 CHF | 100.00% | 100.00% |
14.11.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 12'629 CHF | 13'177 CHF | 99.33% | 99.33% |
13.11.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 15'070 CHF | 15'614 CHF | 100.00% | 100.00% |
12.11.2024 | 3.53% | 0.24 CHF | 0.25 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 15'472 CHF | 16'025 CHF | 68.32% | 100.00% |
11.11.2024 | 2.34% | 0.38 CHF | 0.39 CHF | 55'000 | 55'000 | 52'699 | 52'699 | 22'229 CHF | 22'756 CHF | 99.93% | 99.93% |
08.11.2024 | 1.84% | 0.48 CHF | 0.49 CHF | 54'000 | 54'000 | 51'726 | 51'726 | 27'900 CHF | 28'417 CHF | 100.00% | 100.00% |
07.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 51'000 | 51'000 | 49'706 | 49'706 | 38'105 CHF | 38'602 CHF | 98.53% | 98.53% |