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 | 3.58% | 0.26 CHF | 0.27 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 11'679 CHF | 12'104 CHF | 100.00% | 100.00% |
19.11.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 11'635 CHF | 12'062 CHF | 100.00% | 100.00% |
18.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 13'389 CHF | 13'808 CHF | 100.00% | 100.00% |
15.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 13'840 CHF | 14'253 CHF | 100.00% | 100.00% |
14.11.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 12'538 CHF | 12'959 CHF | 100.00% | 100.00% |
13.11.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 12'831 CHF | 13'251 CHF | 100.00% | 100.00% |
12.11.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 13'997 CHF | 14'411 CHF | 99.85% | 99.85% |
11.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 17'961 CHF | 18'361 CHF | 99.65% | 99.65% |
08.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 17'462 CHF | 17'862 CHF | 98.71% | 98.71% |
07.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 19'641 CHF | 20'029 CHF | 99.44% | 99.44% |