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 | 3.15% | 0.53 CHF | 0.54 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 20'609 CHF | 21'141 CHF | 99.90% | 99.90% |
19.11.2024 | 3.62% | 0.43 CHF | 0.44 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 16'151 CHF | 16'656 CHF | 100.00% | 100.00% |
18.11.2024 | 3.16% | 0.44 CHF | 0.45 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 19'533 CHF | 20'065 CHF | 99.90% | 99.90% |
15.11.2024 | 3.22% | 0.46 CHF | 0.47 CHF | 90'000 | 90'000 | 36'802 | 36'802 | 16'653 CHF | 17'105 CHF | 100.00% | 100.00% |
14.11.2024 | 3.33% | 0.47 CHF | 0.48 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 18'578 CHF | 19'104 CHF | 100.00% | 100.00% |
13.11.2024 | 2.81% | 0.50 CHF | 0.51 CHF | 92'000 | 92'000 | 41'458 | 41'458 | 22'002 CHF | 22'538 CHF | 98.61% | 99.78% |
12.11.2024 | 3.44% | 0.51 CHF | 0.52 CHF | 92'000 | 92'000 | 40'586 | 40'586 | 18'199 CHF | 18'727 CHF | 100.00% | 100.00% |
11.11.2024 | 6.48% | 0.41 CHF | 0.42 CHF | 90'000 | 90'000 | 22'701 | 22'701 | 10'785 CHF | 11'456 CHF | 99.62% | 99.62% |
08.11.2024 | 2.50% | 0.55 CHF | 0.56 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 25'210 CHF | 25'764 CHF | 99.33% | 99.33% |
07.11.2024 | 2.54% | 0.59 CHF | 0.60 CHF | 96'000 | 96'000 | 42'796 | 42'796 | 25'656 CHF | 26'211 CHF | 100.00% | 100.00% |