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 | 2.26% | 0.47 CHF | 0.49 CHF | 26'200 | 26'200 | 171'300 | 171'300 | 76'917 CHF | 78'638 CHF | 98.90% | 98.90% |
19.11.2024 | 2.87% | 0.41 CHF | 0.43 CHF | 31'400 | 31'400 | 209'240 | 209'240 | 73'830 CHF | 75'932 CHF | 98.73% | 98.73% |
18.11.2024 | 2.90% | 0.34 CHF | 0.36 CHF | 31'000 | 31'000 | 197'584 | 197'584 | 69'386 CHF | 71'372 CHF | 98.94% | 98.94% |
15.11.2024 | 2.38% | 0.39 CHF | 0.42 CHF | 18'400 | 18'400 | 116'527 | 116'527 | 52'546 CHF | 53'723 CHF | 98.94% | 98.94% |
14.11.2024 | 1.60% | 0.64 CHF | 0.67 CHF | 16'600 | 16'600 | 107'631 | 107'631 | 70'874 CHF | 71'961 CHF | 98.85% | 98.85% |
13.11.2024 | 1.67% | 0.68 CHF | 0.71 CHF | 17'700 | 17'700 | 114'638 | 114'638 | 72'009 CHF | 73'166 CHF | 98.87% | 98.87% |
12.11.2024 | 1.65% | 0.60 CHF | 0.63 CHF | 13'600 | 13'600 | 87'815 | 87'815 | 56'340 CHF | 57'226 CHF | 98.75% | 98.75% |
11.11.2024 | 1.35% | 0.83 CHF | 0.86 CHF | 16'700 | 16'700 | 107'859 | 107'859 | 84'153 CHF | 85'242 CHF | 98.90% | 98.90% |
08.11.2024 | 1.60% | 0.66 CHF | 0.68 CHF | 19'500 | 19'500 | 127'331 | 127'331 | 81'396 CHF | 82'676 CHF | 97.79% | 97.79% |
07.11.2024 | 1.77% | 0.59 CHF | 0.62 CHF | 16'100 | 16'100 | 103'937 | 103'937 | 62'358 CHF | 63'407 CHF | 98.90% | 98.90% |