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 | 2.94% | 0.47 CHF | 0.48 CHF | 88'000 | 88'000 | 39'383 | 39'383 | 19'700 CHF | 20'209 CHF | 100.00% | 100.00% |
20.11.2024 | 2.66% | 0.62 CHF | 0.63 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 24'347 CHF | 24'880 CHF | 99.90% | 99.90% |
19.11.2024 | 2.99% | 0.52 CHF | 0.53 CHF | 92'000 | 92'000 | 38'259 | 38'259 | 19'634 CHF | 20'139 CHF | 100.00% | 100.00% |
18.11.2024 | 2.66% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 23'270 CHF | 23'802 CHF | 99.90% | 99.90% |
15.11.2024 | 2.70% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 20'049 CHF | 20'501 CHF | 100.00% | 100.00% |
14.11.2024 | 2.78% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 40'410 | 40'410 | 22'256 CHF | 22'782 CHF | 100.00% | 100.00% |
13.11.2024 | 2.41% | 0.59 CHF | 0.60 CHF | 92'000 | 92'000 | 41'454 | 41'454 | 25'744 CHF | 26'279 CHF | 98.61% | 99.78% |
12.11.2024 | 2.86% | 0.60 CHF | 0.61 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 21'861 CHF | 22'389 CHF | 100.00% | 100.00% |
11.11.2024 | 5.53% | 0.50 CHF | 0.51 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 12'830 CHF | 13'501 CHF | 99.58% | 99.58% |
08.11.2024 | 2.18% | 0.64 CHF | 0.65 CHF | 94'000 | 94'000 | 42'850 | 42'850 | 29'137 CHF | 29'691 CHF | 98.54% | 98.54% |