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 | 2.55% | 0.37 CHF | 0.38 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 16'476 CHF | 16'900 CHF | 100.00% | 100.00% |
19.11.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 16'455 CHF | 16'883 CHF | 100.00% | 100.00% |
18.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 18'154 CHF | 18'573 CHF | 100.00% | 100.00% |
15.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 18'490 CHF | 18'903 CHF | 100.00% | 100.00% |
14.11.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 17'261 CHF | 17'683 CHF | 100.00% | 100.00% |
13.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 17'532 CHF | 17'952 CHF | 100.00% | 100.00% |
12.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 18'671 CHF | 19'084 CHF | 99.87% | 99.87% |
11.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 22'462 CHF | 22'862 CHF | 99.71% | 99.71% |
08.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 21'943 CHF | 22'343 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 23'977 CHF | 24'366 CHF | 99.44% | 99.44% |