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 | 3.91% | 0.26 CHF | 0.27 CHF | 87'000 | 87'000 | 86'752 | 86'752 | 21'992 CHF | 22'860 CHF | 100.00% | 100.00% |
19.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 87'600 | 87'600 | 86'244 | 86'244 | 22'782 CHF | 23'645 CHF | 98.70% | 98.70% |
18.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 85'800 | 85'800 | 85'498 | 85'498 | 24'274 CHF | 25'129 CHF | 100.00% | 100.00% |
15.11.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 85'100 | 85'100 | 86'078 | 86'078 | 25'305 CHF | 26'166 CHF | 71.54% | 71.54% |
14.11.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 86'500 | 86'500 | 85'957 | 85'957 | 23'792 CHF | 24'652 CHF | 100.00% | 100.00% |
13.11.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 86'600 | 86'600 | 85'849 | 85'849 | 24'147 CHF | 25'006 CHF | 99.18% | 99.18% |
12.11.2024 | 3.48% | 0.26 CHF | 0.27 CHF | 87'400 | 87'400 | 85'428 | 85'428 | 24'408 CHF | 25'263 CHF | 100.00% | 100.00% |
11.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 84'300 | 84'300 | 83'614 | 83'614 | 27'094 CHF | 27'931 CHF | 100.00% | 100.00% |
08.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 85'100 | 85'100 | 84'120 | 84'120 | 26'930 CHF | 27'772 CHF | 100.00% | 100.00% |
07.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 83'400 | 83'400 | 82'381 | 82'381 | 29'698 CHF | 30'523 CHF | 100.00% | 100.00% |