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 | 2.35% | 0.44 CHF | 0.45 CHF | 106'000 | 106'000 | 105'442 | 105'442 | 44'399 CHF | 45'454 CHF | 100.00% | 100.00% |
19.11.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 104'000 | 104'000 | 102'960 | 102'960 | 38'457 CHF | 39'486 CHF | 100.00% | 100.00% |
18.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 36'435 CHF | 37'455 CHF | 100.00% | 100.00% |
15.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'137 | 100'137 | 34'375 CHF | 35'377 CHF | 100.00% | 100.00% |
14.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 36'132 CHF | 37'146 CHF | 99.33% | 99.33% |
13.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 36'292 CHF | 37'303 CHF | 100.00% | 100.00% |
12.11.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 34'650 CHF | 35'654 CHF | 100.00% | 100.00% |
11.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 32'475 CHF | 33'475 CHF | 99.93% | 99.93% |
08.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 102'000 | 102'000 | 101'520 | 101'520 | 36'714 CHF | 37'729 CHF | 100.00% | 100.00% |
07.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 33'681 CHF | 34'681 CHF | 100.00% | 100.00% |