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 | 2.66% | 0.38 CHF | 0.39 CHF | 41'000 | 41'000 | 265'541 | 265'541 | 98'316 CHF | 100'972 CHF | 98.90% | 98.90% |
19.11.2024 | 3.15% | 0.35 CHF | 0.36 CHF | 42'000 | 42'000 | 274'959 | 274'959 | 85'824 CHF | 88'573 CHF | 98.75% | 98.75% |
18.11.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 43'000 | 43'000 | 272'799 | 272'799 | 85'034 CHF | 87'762 CHF | 98.94% | 98.94% |
15.11.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 42'000 | 42'000 | 267'040 | 267'040 | 93'699 CHF | 96'369 CHF | 98.94% | 98.94% |
14.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 40'000 | 40'000 | 258'126 | 258'126 | 109'978 CHF | 112'559 CHF | 98.85% | 98.85% |
13.11.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 40'000 | 40'000 | 258'109 | 258'109 | 106'993 CHF | 109'574 CHF | 98.87% | 98.87% |
12.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 40'000 | 40'000 | 258'282 | 258'282 | 108'198 CHF | 110'781 CHF | 98.78% | 98.78% |
11.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 39'000 | 39'000 | 253'105 | 253'105 | 114'503 CHF | 117'034 CHF | 98.90% | 98.90% |
08.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 40'000 | 40'000 | 260'616 | 260'616 | 104'869 CHF | 107'475 CHF | 97.83% | 97.83% |
07.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 41'000 | 41'000 | 261'879 | 261'879 | 100'725 CHF | 103'344 CHF | 98.90% | 98.90% |