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 | 4.80% | 0.20 CHF | 0.21 CHF | 93'000 | 93'000 | 90'518 | 90'518 | 18'437 CHF | 19'342 CHF | 100.00% | 100.00% |
19.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 93'000 | 93'000 | 90'417 | 90'417 | 17'754 CHF | 18'658 CHF | 100.00% | 100.00% |
18.11.2024 | 4.92% | 0.21 CHF | 0.22 CHF | 93'000 | 93'000 | 90'531 | 90'531 | 17'977 CHF | 18'882 CHF | 100.00% | 100.00% |
15.11.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 93'000 | 93'000 | 90'423 | 90'423 | 17'390 CHF | 18'295 CHF | 100.00% | 100.00% |
14.11.2024 | 6.28% | 0.17 CHF | 0.18 CHF | 93'000 | 93'000 | 91'592 | 91'592 | 14'226 CHF | 15'142 CHF | 99.39% | 99.39% |
13.11.2024 | 5.36% | 0.17 CHF | 0.18 CHF | 93'000 | 93'000 | 90'757 | 90'757 | 16'529 CHF | 17'436 CHF | 100.00% | 100.00% |
12.11.2024 | 5.07% | 0.17 CHF | 0.18 CHF | 93'000 | 93'000 | 90'141 | 90'141 | 17'334 CHF | 18'236 CHF | 98.86% | 100.00% |
11.11.2024 | 3.72% | 0.24 CHF | 0.25 CHF | 91'000 | 91'000 | 86'765 | 86'765 | 22'908 CHF | 23'776 CHF | 99.93% | 99.93% |
08.11.2024 | 3.11% | 0.27 CHF | 0.28 CHF | 89'000 | 89'000 | 84'935 | 84'935 | 27'020 CHF | 27'869 CHF | 100.00% | 100.00% |
07.11.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 83'000 | 83'000 | 81'913 | 81'913 | 32'925 CHF | 33'744 CHF | 98.41% | 98.41% |