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 | 3.65% | 0.50 CHF | 0.51 CHF | 69'340 | 69'340 | 45'829 | 45'829 | 23'518 CHF | 24'327 CHF | 100.00% | 100.00% |
19.11.2024 | 3.88% | 0.51 CHF | 0.52 CHF | 69'060 | 69'060 | 46'669 | 46'669 | 22'905 CHF | 23'730 CHF | 98.98% | 98.98% |
18.11.2024 | 3.93% | 0.49 CHF | 0.50 CHF | 69'680 | 69'680 | 46'876 | 46'876 | 22'603 CHF | 23'432 CHF | 100.00% | 100.00% |
15.11.2024 | 3.93% | 0.47 CHF | 0.48 CHF | 70'440 | 70'440 | 46'068 | 46'068 | 22'573 CHF | 23'418 CHF | 70.91% | 70.91% |
14.11.2024 | 3.56% | 0.51 CHF | 0.52 CHF | 69'140 | 69'140 | 45'520 | 45'520 | 24'017 CHF | 24'820 CHF | 100.00% | 100.00% |
13.11.2024 | 3.45% | 0.54 CHF | 0.55 CHF | 67'840 | 67'840 | 45'219 | 45'219 | 24'703 CHF | 25'502 CHF | 99.92% | 99.92% |
12.11.2024 | 3.51% | 0.54 CHF | 0.55 CHF | 67'910 | 67'910 | 45'372 | 45'372 | 24'546 CHF | 25'349 CHF | 100.00% | 100.00% |
11.11.2024 | 3.60% | 0.54 CHF | 0.55 CHF | 68'300 | 68'300 | 45'873 | 45'873 | 24'258 CHF | 25'070 CHF | 100.00% | 100.00% |
08.11.2024 | 3.55% | 0.53 CHF | 0.54 CHF | 69'160 | 69'160 | 46'121 | 46'121 | 24'527 CHF | 25'342 CHF | 100.00% | 100.00% |
07.11.2024 | 3.67% | 0.53 CHF | 0.54 CHF | 69'360 | 69'360 | 46'658 | 46'658 | 24'166 CHF | 24'992 CHF | 100.00% | 100.00% |