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 | 4.06% | 0.23 CHF | 0.24 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 10'261 CHF | 10'686 CHF | 100.00% | 100.00% |
19.11.2024 | 4.10% | 0.26 CHF | 0.27 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 10'231 CHF | 10'659 CHF | 100.00% | 100.00% |
18.11.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 12'022 CHF | 12'441 CHF | 100.00% | 100.00% |
15.11.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 12'452 CHF | 12'865 CHF | 100.00% | 100.00% |
14.11.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 11'106 CHF | 11'527 CHF | 100.00% | 100.00% |
13.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 11'392 CHF | 11'812 CHF | 100.00% | 100.00% |
12.11.2024 | 3.22% | 0.29 CHF | 0.30 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 12'633 CHF | 13'046 CHF | 99.85% | 99.85% |
11.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 16'605 CHF | 17'005 CHF | 99.69% | 99.69% |
08.11.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 16'092 CHF | 16'492 CHF | 100.00% | 100.00% |
07.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 18'313 CHF | 18'701 CHF | 99.44% | 99.44% |