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 | 1.33% | 0.74 CHF | 0.75 CHF | 29'110 | 29'110 | 28'864 | 28'864 | 21'704 CHF | 21'993 CHF | 100.00% | 100.00% |
19.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 29'140 | 29'140 | 28'909 | 28'909 | 21'427 CHF | 21'716 CHF | 98.72% | 98.72% |
18.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 29'160 | 29'160 | 28'947 | 28'947 | 21'707 CHF | 21'997 CHF | 100.00% | 100.00% |
15.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 29'060 | 29'060 | 29'024 | 29'024 | 22'940 CHF | 23'231 CHF | 71.64% | 71.64% |
14.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 28'710 | 28'710 | 28'554 | 28'554 | 23'376 CHF | 23'661 CHF | 100.00% | 100.00% |
13.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 28'900 | 28'900 | 28'699 | 28'699 | 22'877 CHF | 23'165 CHF | 99.74% | 99.74% |
12.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 28'780 | 28'780 | 28'433 | 28'433 | 23'803 CHF | 24'088 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 28'570 | 28'570 | 28'292 | 28'292 | 24'564 CHF | 24'847 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 28'660 | 28'660 | 28'383 | 28'383 | 24'508 CHF | 24'792 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 28'790 | 28'790 | 28'376 | 28'376 | 25'068 CHF | 25'352 CHF | 100.00% | 100.00% |