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 | 2.61% | 0.36 CHF | 0.37 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 16'067 CHF | 16'492 CHF | 100.00% | 100.00% |
19.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 16'031 CHF | 16'459 CHF | 100.00% | 100.00% |
18.11.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 17'730 CHF | 18'149 CHF | 100.00% | 100.00% |
15.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 18'068 CHF | 18'481 CHF | 100.00% | 100.00% |
14.11.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 16'847 CHF | 17'268 CHF | 100.00% | 100.00% |
13.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 17'111 CHF | 17'531 CHF | 100.00% | 100.00% |
12.11.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 18'244 CHF | 18'657 CHF | 99.85% | 99.85% |
11.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 21'975 CHF | 22'375 CHF | 99.69% | 99.69% |
08.11.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 21'518 CHF | 21'918 CHF | 98.81% | 98.81% |
07.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 23'535 CHF | 23'923 CHF | 99.44% | 99.44% |