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 | 1.68% | 0.57 CHF | 0.58 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 54'865 CHF | 55'796 CHF | 100.00% | 100.00% |
19.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 53'435 CHF | 54'370 CHF | 100.00% | 100.00% |
18.11.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 56'602 CHF | 57'529 CHF | 100.00% | 100.00% |
15.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 55'315 CHF | 56'241 CHF | 100.00% | 100.00% |
14.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 51'406 CHF | 52'343 CHF | 99.33% | 99.33% |
13.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 41'298 CHF | 42'255 CHF | 100.00% | 100.00% |
12.11.2024 | 1.99% | 0.41 CHF | 0.42 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 47'239 CHF | 48'185 CHF | 100.00% | 100.00% |
11.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 53'362 CHF | 54'292 CHF | 99.93% | 99.93% |
08.11.2024 | 1.69% | 0.54 CHF | 0.55 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 54'641 CHF | 55'570 CHF | 100.00% | 100.00% |
07.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 59'177 CHF | 60'091 CHF | 100.00% | 100.00% |