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 | 1.68% | 0.96 CHF | 0.97 CHF | 92'000 | 92'000 | 41'094 | 41'094 | 38'399 CHF | 38'932 CHF | 99.90% | 99.90% |
19.11.2024 | 1.80% | 0.86 CHF | 0.87 CHF | 92'000 | 92'000 | 38'254 | 38'254 | 32'706 CHF | 33'211 CHF | 100.00% | 100.00% |
18.11.2024 | 1.67% | 0.88 CHF | 0.89 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 37'352 CHF | 37'884 CHF | 99.89% | 99.89% |
15.11.2024 | 1.69% | 0.89 CHF | 0.90 CHF | 90'000 | 90'000 | 36'801 | 36'801 | 32'698 CHF | 33'149 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 0.90 CHF | 0.91 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 36'149 CHF | 36'675 CHF | 100.00% | 100.00% |
13.11.2024 | 1.58% | 0.94 CHF | 0.95 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 39'924 CHF | 40'460 CHF | 98.61% | 99.78% |
12.11.2024 | 1.76% | 0.94 CHF | 0.95 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 35'705 CHF | 36'233 CHF | 100.00% | 100.00% |
11.11.2024 | 3.56% | 0.84 CHF | 0.85 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 20'565 CHF | 21'235 CHF | 99.63% | 99.63% |
08.11.2024 | 1.48% | 0.98 CHF | 0.99 CHF | 94'000 | 94'000 | 42'696 | 42'696 | 43'490 CHF | 44'043 CHF | 99.33% | 99.33% |
07.11.2024 | 1.49% | 1.02 CHF | 1.03 CHF | 96'000 | 96'000 | 42'795 | 42'795 | 43'938 CHF | 44'493 CHF | 100.00% | 100.00% |