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 | 4.30% | 0.60 CHF | 0.61 CHF | 69'220 | 69'220 | 45'864 | 45'864 | 28'090 CHF | 29'215 CHF | 100.00% | 100.00% |
19.11.2024 | 4.54% | 0.61 CHF | 0.62 CHF | 69'060 | 69'060 | 46'673 | 46'673 | 27'447 CHF | 28'593 CHF | 98.98% | 98.98% |
18.11.2024 | 4.58% | 0.59 CHF | 0.60 CHF | 69'700 | 69'700 | 46'874 | 46'874 | 27'197 CHF | 28'349 CHF | 100.00% | 100.00% |
15.11.2024 | 4.56% | 0.57 CHF | 0.58 CHF | 70'390 | 70'390 | 46'292 | 46'292 | 27'230 CHF | 28'395 CHF | 71.86% | 71.86% |
14.11.2024 | 4.22% | 0.61 CHF | 0.62 CHF | 69'140 | 69'140 | 45'510 | 45'510 | 28'464 CHF | 29'579 CHF | 100.00% | 100.00% |
13.11.2024 | 4.12% | 0.64 CHF | 0.65 CHF | 67'840 | 67'840 | 45'230 | 45'230 | 29'129 CHF | 30'239 CHF | 99.92% | 99.92% |
12.11.2024 | 4.18% | 0.64 CHF | 0.65 CHF | 67'910 | 67'910 | 45'370 | 45'370 | 28'968 CHF | 30'084 CHF | 100.00% | 100.00% |
11.11.2024 | 4.25% | 0.64 CHF | 0.65 CHF | 68'230 | 68'230 | 45'859 | 45'859 | 28'786 CHF | 29'914 CHF | 100.00% | 100.00% |
08.11.2024 | 4.21% | 0.62 CHF | 0.63 CHF | 69'100 | 69'100 | 46'119 | 46'119 | 29'001 CHF | 30'133 CHF | 100.00% | 100.00% |
07.11.2024 | 4.34% | 0.63 CHF | 0.64 CHF | 69'360 | 69'360 | 46'664 | 46'664 | 28'700 CHF | 29'847 CHF | 100.00% | 100.00% |