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 | 2.09% | 0.78 CHF | 0.79 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 30'926 CHF | 31'459 CHF | 99.90% | 99.90% |
19.11.2024 | 2.28% | 0.68 CHF | 0.69 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 25'744 CHF | 26'248 CHF | 100.00% | 100.00% |
18.11.2024 | 2.09% | 0.69 CHF | 0.70 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 29'847 CHF | 30'379 CHF | 99.90% | 99.90% |
15.11.2024 | 2.11% | 0.71 CHF | 0.72 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 25'988 CHF | 26'440 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 0.72 CHF | 0.73 CHF | 90'000 | 90'000 | 40'413 | 40'413 | 28'774 CHF | 29'300 CHF | 100.00% | 100.00% |
13.11.2024 | 1.93% | 0.75 CHF | 0.76 CHF | 92'000 | 92'000 | 41'457 | 41'457 | 32'388 CHF | 32'923 CHF | 98.61% | 99.78% |
12.11.2024 | 2.21% | 0.76 CHF | 0.77 CHF | 92'000 | 92'000 | 40'587 | 40'587 | 28'359 CHF | 28'886 CHF | 100.00% | 100.00% |
11.11.2024 | 4.39% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 22'700 | 22'700 | 16'457 CHF | 17'127 CHF | 99.61% | 99.61% |
08.11.2024 | 1.79% | 0.80 CHF | 0.81 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 35'808 CHF | 36'361 CHF | 99.33% | 99.33% |
07.11.2024 | 1.81% | 0.84 CHF | 0.85 CHF | 96'000 | 96'000 | 42'796 | 42'796 | 36'235 CHF | 36'790 CHF | 100.00% | 100.00% |