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 | 2.04% | 0.47 CHF | 0.48 CHF | 80'000 | 80'000 | 79'347 | 79'347 | 38'437 CHF | 39'231 CHF | 99.43% | 99.43% |
19.11.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 80'000 | 80'000 | 79'534 | 79'534 | 35'375 CHF | 36'170 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 79'640 | 79'640 | 37'562 CHF | 38'359 CHF | 99.88% | 99.88% |
15.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 34'190 CHF | 34'990 CHF | 100.00% | 100.00% |
14.11.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 30'820 CHF | 31'620 CHF | 98.49% | 98.49% |
13.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 31'582 CHF | 32'482 CHF | 100.00% | 100.00% |
12.11.2024 | 2.50% | 0.35 CHF | 0.36 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 31'717 CHF | 32'517 CHF | 99.88% | 99.88% |
11.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 70'000 | 70'000 | 71'551 | 71'551 | 35'541 CHF | 36'257 CHF | 100.00% | 100.00% |
08.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 78'390 | 78'390 | 36'265 CHF | 37'049 CHF | 99.06% | 99.06% |
07.11.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 70'000 | 70'000 | 70'828 | 70'828 | 35'662 CHF | 36'371 CHF | 99.94% | 99.94% |