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 | 1.18% | 0.84 CHF | 0.85 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 44'400 CHF | 44'927 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 42'895 CHF | 43'430 CHF | 100.00% | 100.00% |
18.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 40'864 CHF | 41'399 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 38'360 CHF | 38'901 CHF | 100.00% | 100.00% |
14.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 34'757 CHF | 35'305 CHF | 99.33% | 99.33% |
13.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 37'110 CHF | 37'655 CHF | 100.00% | 100.00% |
12.11.2024 | 1.45% | 0.64 CHF | 0.65 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 37'866 CHF | 38'419 CHF | 68.32% | 100.00% |
11.11.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 55'000 | 55'000 | 52'699 | 52'699 | 43'670 CHF | 44'197 CHF | 99.93% | 99.93% |
08.11.2024 | 1.05% | 0.89 CHF | 0.90 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 48'882 CHF | 49'399 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 58'294 CHF | 58'791 CHF | 98.53% | 98.53% |