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 | 2.57% | 0.76 CHF | 0.78 CHF | 69'200 | 69'200 | 69'124 | 69'124 | 53'055 CHF | 54'437 CHF | 99.45% | 99.45% |
19.11.2024 | 2.52% | 0.81 CHF | 0.83 CHF | 69'100 | 69'100 | 73'265 | 73'265 | 57'343 CHF | 58'808 CHF | 98.78% | 98.78% |
18.11.2024 | 2.70% | 0.80 CHF | 0.82 CHF | 74'500 | 74'500 | 80'506 | 79'975 | 58'745 CHF | 59'958 CHF | 98.78% | 98.78% |
15.11.2024 | 2.93% | 0.66 CHF | 0.68 CHF | 82'400 | 82'400 | 87'031 | 87'031 | 58'606 CHF | 60'346 CHF | 100.00% | 100.00% |
14.11.2024 | 3.23% | 0.61 CHF | 0.63 CHF | 88'500 | 88'500 | 81'204 | 81'204 | 49'497 CHF | 51'121 CHF | 100.00% | 100.00% |
13.11.2024 | 2.95% | 0.64 CHF | 0.66 CHF | 79'100 | 79'100 | 75'049 | 75'049 | 50'125 CHF | 51'626 CHF | 100.00% | 100.00% |
12.11.2024 | 2.80% | 0.65 CHF | 0.67 CHF | 73'800 | 73'800 | 66'860 | 66'860 | 47'033 CHF | 48'370 CHF | 99.82% | 99.82% |
11.11.2024 | 2.29% | 0.78 CHF | 0.80 CHF | 65'000 | 65'000 | 59'922 | 59'822 | 51'803 CHF | 52'915 CHF | 99.74% | 99.74% |
08.11.2024 | 2.18% | 0.84 CHF | 0.86 CHF | 58'300 | 58'300 | 57'917 | 57'917 | 52'665 CHF | 53'823 CHF | 100.00% | 100.00% |
07.11.2024 | 2.14% | 0.99 CHF | 1.01 CHF | 57'800 | 57'800 | 62'456 | 62'456 | 57'657 CHF | 58'906 CHF | 99.96% | 99.96% |