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 | 1.93% | 0.84 CHF | 0.85 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 33'377 CHF | 33'910 CHF | 99.90% | 99.90% |
19.11.2024 | 2.10% | 0.74 CHF | 0.75 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 27'999 CHF | 28'503 CHF | 100.00% | 100.00% |
18.11.2024 | 1.93% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 32'298 CHF | 32'830 CHF | 99.90% | 99.90% |
15.11.2024 | 1.95% | 0.77 CHF | 0.78 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 28'173 CHF | 28'625 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 0.78 CHF | 0.79 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 31'181 CHF | 31'707 CHF | 100.00% | 100.00% |
13.11.2024 | 1.80% | 0.81 CHF | 0.82 CHF | 92'000 | 92'000 | 41'457 | 41'457 | 34'862 CHF | 35'397 CHF | 98.61% | 99.78% |
12.11.2024 | 2.04% | 0.82 CHF | 0.83 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 30'743 CHF | 31'270 CHF | 100.00% | 100.00% |
11.11.2024 | 4.08% | 0.72 CHF | 0.73 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 17'805 CHF | 18'475 CHF | 99.57% | 99.57% |
08.11.2024 | 1.67% | 0.86 CHF | 0.87 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 38'350 CHF | 38'904 CHF | 99.33% | 99.33% |
07.11.2024 | 1.69% | 0.90 CHF | 0.91 CHF | 96'000 | 96'000 | 42'796 | 42'796 | 38'776 CHF | 39'331 CHF | 100.00% | 100.00% |