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 | 2.87% | 0.35 CHF | 0.36 CHF | 41'000 | 41'000 | 265'541 | 265'541 | 91'280 CHF | 93'936 CHF | 98.90% | 98.90% |
19.11.2024 | 3.43% | 0.32 CHF | 0.33 CHF | 42'000 | 42'000 | 274'955 | 274'955 | 78'719 CHF | 81'468 CHF | 98.71% | 98.71% |
18.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 43'000 | 43'000 | 272'801 | 272'801 | 77'885 CHF | 80'613 CHF | 98.94% | 98.94% |
15.11.2024 | 3.05% | 0.30 CHF | 0.31 CHF | 42'000 | 42'000 | 267'038 | 267'038 | 86'682 CHF | 89'352 CHF | 98.94% | 98.94% |
14.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 40'000 | 40'000 | 258'126 | 258'126 | 102'853 CHF | 105'435 CHF | 98.85% | 98.85% |
13.11.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 40'000 | 40'000 | 258'109 | 258'109 | 100'059 CHF | 102'640 CHF | 98.87% | 98.87% |
12.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 40'000 | 40'000 | 258'280 | 258'280 | 101'013 CHF | 103'595 CHF | 98.74% | 98.74% |
11.11.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 39'000 | 39'000 | 253'106 | 253'106 | 107'874 CHF | 110'405 CHF | 98.90% | 98.90% |
08.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 40'000 | 40'000 | 260'616 | 260'616 | 97'956 CHF | 100'562 CHF | 97.77% | 97.77% |
07.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 41'000 | 41'000 | 261'878 | 261'878 | 93'740 CHF | 96'359 CHF | 98.90% | 98.90% |