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 | 3.73% | 0.27 CHF | 0.28 CHF | 41'000 | 41'000 | 265'541 | 265'541 | 69'774 CHF | 72'430 CHF | 98.90% | 98.90% |
19.11.2024 | 4.76% | 0.24 CHF | 0.25 CHF | 42'000 | 42'000 | 274'955 | 274'955 | 56'505 CHF | 59'255 CHF | 98.74% | 98.74% |
18.11.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 43'000 | 43'000 | 272'800 | 272'800 | 55'764 CHF | 58'499 CHF | 98.94% | 98.94% |
15.11.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 42'000 | 42'000 | 267'040 | 267'040 | 64'855 CHF | 67'532 CHF | 98.94% | 98.94% |
14.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 40'000 | 40'000 | 258'126 | 258'126 | 81'945 CHF | 84'526 CHF | 98.85% | 98.85% |
13.11.2024 | 3.21% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 258'109 | 258'109 | 79'095 CHF | 81'676 CHF | 98.87% | 98.87% |
12.11.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 40'000 | 40'000 | 258'280 | 258'280 | 80'180 CHF | 82'762 CHF | 98.76% | 98.76% |
11.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 39'000 | 39'000 | 253'106 | 253'106 | 87'233 CHF | 89'764 CHF | 98.90% | 98.90% |
08.11.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 40'000 | 40'000 | 260'617 | 260'617 | 76'643 CHF | 79'249 CHF | 97.82% | 97.82% |
07.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 41'000 | 41'000 | 261'881 | 261'881 | 72'262 CHF | 74'881 CHF | 98.90% | 98.90% |