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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.99% | 0.72 CHF | 0.73 CHF | 88'000 | 88'000 | 39'383 | 39'383 | 29'695 CHF | 30'204 CHF | 100.00% | 100.00% |
20.11.2024 | 1.86% | 0.87 CHF | 0.88 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 34'667 CHF | 35'200 CHF | 99.90% | 99.90% |
19.11.2024 | 2.01% | 0.77 CHF | 0.78 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 29'230 CHF | 29'734 CHF | 100.00% | 100.00% |
18.11.2024 | 1.86% | 0.78 CHF | 0.79 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 33'597 CHF | 34'129 CHF | 99.90% | 99.90% |
15.11.2024 | 1.87% | 0.80 CHF | 0.81 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 29'354 CHF | 29'805 CHF | 100.00% | 100.00% |
14.11.2024 | 1.92% | 0.81 CHF | 0.82 CHF | 90'000 | 90'000 | 40'412 | 40'412 | 32'450 CHF | 32'976 CHF | 100.00% | 100.00% |
13.11.2024 | 1.74% | 0.84 CHF | 0.85 CHF | 92'000 | 92'000 | 41'458 | 41'458 | 36'156 CHF | 36'692 CHF | 98.61% | 99.78% |
12.11.2024 | 1.96% | 0.85 CHF | 0.86 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 32'035 CHF | 32'563 CHF | 100.00% | 100.00% |
11.11.2024 | 3.93% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 18'511 CHF | 19'181 CHF | 99.62% | 99.62% |
08.11.2024 | 1.62% | 0.89 CHF | 0.90 CHF | 94'000 | 94'000 | 42'699 | 42'699 | 39'652 CHF | 40'206 CHF | 99.33% | 99.33% |