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 | 3.37% | 0.30 CHF | 0.31 CHF | 41'000 | 41'000 | 265'541 | 265'541 | 77'315 CHF | 79'971 CHF | 98.90% | 98.90% |
19.11.2024 | 4.19% | 0.27 CHF | 0.28 CHF | 42'000 | 42'000 | 274'955 | 274'955 | 64'191 CHF | 66'941 CHF | 98.74% | 98.74% |
18.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 43'000 | 43'000 | 272'800 | 272'800 | 63'400 CHF | 66'134 CHF | 98.94% | 98.94% |
15.11.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 42'000 | 42'000 | 267'040 | 267'040 | 72'404 CHF | 75'075 CHF | 98.94% | 98.94% |
14.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 40'000 | 40'000 | 258'126 | 258'126 | 89'407 CHF | 91'988 CHF | 98.85% | 98.85% |
13.11.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 40'000 | 40'000 | 258'109 | 258'109 | 86'444 CHF | 89'025 CHF | 98.87% | 98.87% |
12.11.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 258'280 | 258'280 | 87'633 CHF | 90'216 CHF | 98.76% | 98.76% |
11.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 39'000 | 39'000 | 253'106 | 253'106 | 94'450 CHF | 96'981 CHF | 98.90% | 98.90% |
08.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 260'614 | 260'614 | 84'114 CHF | 86'720 CHF | 97.79% | 97.79% |
07.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 41'000 | 41'000 | 261'881 | 261'881 | 79'804 CHF | 82'423 CHF | 98.90% | 98.90% |