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 | 4.58% | 0.38 CHF | 0.39 CHF | 92'000 | 92'000 | 41'097 | 41'097 | 14'349 CHF | 14'882 CHF | 99.90% | 99.90% |
19.11.2024 | 5.61% | 0.28 CHF | 0.29 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 10'351 CHF | 10'855 CHF | 100.00% | 100.00% |
18.11.2024 | 4.57% | 0.29 CHF | 0.30 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 13'273 CHF | 13'805 CHF | 99.90% | 99.90% |
15.11.2024 | 4.72% | 0.30 CHF | 0.31 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 11'044 CHF | 11'496 CHF | 100.00% | 100.00% |
14.11.2024 | 4.97% | 0.31 CHF | 0.32 CHF | 90'000 | 90'000 | 40'411 | 40'411 | 12'373 CHF | 12'899 CHF | 100.00% | 100.00% |
13.11.2024 | 3.88% | 0.35 CHF | 0.36 CHF | 92'000 | 92'000 | 41'454 | 41'454 | 15'727 CHF | 16'263 CHF | 98.61% | 99.78% |
12.11.2024 | 5.18% | 0.35 CHF | 0.36 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 12'016 CHF | 12'544 CHF | 100.00% | 100.00% |
11.11.2024 | 9.13% | 0.26 CHF | 0.27 CHF | 90'000 | 90'000 | 22'704 | 22'704 | 7'350 CHF | 8'020 CHF | 99.53% | 99.53% |
08.11.2024 | 3.30% | 0.40 CHF | 0.41 CHF | 94'000 | 94'000 | 42'800 | 42'800 | 18'839 CHF | 19'392 CHF | 98.78% | 98.78% |
07.11.2024 | 3.38% | 0.44 CHF | 0.45 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 19'222 CHF | 19'777 CHF | 100.00% | 100.00% |