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 | 3.58% | 0.47 CHF | 0.48 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 18'190 CHF | 18'723 CHF | 99.90% | 99.90% |
19.11.2024 | 4.19% | 0.37 CHF | 0.38 CHF | 92'000 | 92'000 | 38'261 | 38'261 | 13'922 CHF | 14'427 CHF | 100.00% | 100.00% |
18.11.2024 | 3.59% | 0.38 CHF | 0.39 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 17'112 CHF | 17'644 CHF | 99.90% | 99.90% |
15.11.2024 | 3.66% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 14'503 CHF | 14'954 CHF | 100.00% | 100.00% |
14.11.2024 | 3.81% | 0.41 CHF | 0.42 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 16'176 CHF | 16'702 CHF | 100.00% | 100.00% |
13.11.2024 | 3.15% | 0.44 CHF | 0.45 CHF | 92'000 | 92'000 | 41'455 | 41'455 | 19'546 CHF | 20'082 CHF | 98.61% | 99.78% |
12.11.2024 | 3.96% | 0.45 CHF | 0.46 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 15'790 CHF | 16'318 CHF | 100.00% | 100.00% |
11.11.2024 | 7.30% | 0.35 CHF | 0.36 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 9'442 CHF | 10'112 CHF | 99.56% | 99.56% |
08.11.2024 | 2.76% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 42'853 | 42'853 | 22'812 CHF | 23'366 CHF | 98.50% | 98.50% |
07.11.2024 | 2.81% | 0.53 CHF | 0.54 CHF | 96'000 | 96'000 | 42'793 | 42'793 | 23'168 CHF | 23'723 CHF | 100.00% | 100.00% |