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 | 5.98% | 0.14 CHF | 0.16 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 6'915 CHF | 7'340 CHF | 100.00% | 100.00% |
19.11.2024 | 6.08% | 0.18 CHF | 0.19 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 6'855 CHF | 7'282 CHF | 100.00% | 100.00% |
18.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 8'717 CHF | 9'136 CHF | 100.00% | 100.00% |
15.11.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 9'198 CHF | 9'611 CHF | 100.00% | 100.00% |
14.11.2024 | 5.30% | 0.20 CHF | 0.21 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 7'807 CHF | 8'229 CHF | 100.00% | 100.00% |
13.11.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 8'114 CHF | 8'534 CHF | 100.00% | 100.00% |
12.11.2024 | 4.32% | 0.21 CHF | 0.22 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 9'370 CHF | 9'783 CHF | 99.87% | 99.87% |
11.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 13'484 CHF | 13'884 CHF | 99.68% | 99.68% |
08.11.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 13'003 CHF | 13'403 CHF | 98.79% | 98.79% |
07.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 15'319 CHF | 15'708 CHF | 99.44% | 99.44% |