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 | 2.39% | 0.43 CHF | 0.44 CHF | 106'000 | 106'000 | 105'442 | 105'442 | 43'652 CHF | 44'707 CHF | 100.00% | 100.00% |
19.11.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 37'843 CHF | 38'872 CHF | 100.00% | 100.00% |
18.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 35'770 CHF | 36'790 CHF | 100.00% | 100.00% |
15.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 33'642 CHF | 34'643 CHF | 100.00% | 100.00% |
14.11.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 34'984 CHF | 35'998 CHF | 99.39% | 99.39% |
13.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 35'063 CHF | 36'074 CHF | 100.00% | 100.00% |
12.11.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 33'447 CHF | 34'450 CHF | 100.00% | 100.00% |
11.11.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 31'241 CHF | 32'241 CHF | 99.93% | 99.93% |
08.11.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 102'000 | 102'000 | 101'520 | 101'520 | 35'447 CHF | 36'462 CHF | 100.00% | 100.00% |
07.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 32'460 CHF | 33'460 CHF | 100.00% | 100.00% |