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 | 1.96% | 0.50 CHF | 0.51 CHF | 108'000 | 108'000 | 105'352 | 105'352 | 53'265 CHF | 54'319 CHF | 100.00% | 100.00% |
19.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 107'062 | 107'062 | 55'950 CHF | 57'020 CHF | 100.00% | 100.00% |
18.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 58'280 CHF | 59'352 CHF | 100.00% | 100.00% |
15.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 112'000 | 112'000 | 108'237 | 108'237 | 62'408 CHF | 63'490 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 112'000 | 112'000 | 109'506 | 109'506 | 67'314 CHF | 68'409 CHF | 99.33% | 99.33% |
13.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 112'000 | 112'000 | 108'897 | 108'897 | 64'499 CHF | 65'588 CHF | 100.00% | 100.00% |
12.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 112'000 | 112'000 | 110'613 | 110'613 | 65'738 CHF | 66'844 CHF | 68.32% | 100.00% |
11.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 110'000 | 110'000 | 105'399 | 105'399 | 55'595 CHF | 56'649 CHF | 99.93% | 99.93% |
08.11.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 108'000 | 108'000 | 103'453 | 103'453 | 48'607 CHF | 49'641 CHF | 100.00% | 100.00% |
07.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 102'000 | 102'000 | 99'411 | 99'411 | 35'998 CHF | 36'992 CHF | 98.53% | 98.53% |