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 | 4.93% | 0.35 CHF | 0.36 CHF | 92'000 | 92'000 | 41'095 | 41'095 | 13'327 CHF | 13'860 CHF | 99.90% | 99.90% |
19.11.2024 | 6.21% | 0.25 CHF | 0.26 CHF | 92'000 | 92'000 | 38'255 | 38'255 | 9'419 CHF | 9'929 CHF | 100.00% | 100.00% |
18.11.2024 | 4.93% | 0.26 CHF | 0.27 CHF | 90'000 | 90'000 | 41'031 | 41'031 | 12'272 CHF | 12'804 CHF | 99.90% | 99.90% |
15.11.2024 | 5.07% | 0.28 CHF | 0.29 CHF | 90'000 | 90'000 | 36'800 | 36'800 | 10'181 CHF | 10'633 CHF | 100.00% | 100.00% |
14.11.2024 | 5.38% | 0.29 CHF | 0.30 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 11'404 CHF | 11'930 CHF | 100.00% | 100.00% |
13.11.2024 | 4.15% | 0.33 CHF | 0.34 CHF | 92'000 | 92'000 | 41'456 | 41'456 | 14'671 CHF | 15'207 CHF | 98.61% | 99.78% |
12.11.2024 | 5.64% | 0.33 CHF | 0.34 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 11'038 CHF | 11'566 CHF | 100.00% | 100.00% |
11.11.2024 | 9.77% | 0.24 CHF | 0.25 CHF | 90'000 | 90'000 | 22'700 | 22'700 | 6'796 CHF | 7'466 CHF | 99.62% | 99.62% |
08.11.2024 | 3.48% | 0.38 CHF | 0.39 CHF | 94'000 | 94'000 | 42'695 | 42'695 | 17'819 CHF | 18'372 CHF | 99.33% | 99.33% |
07.11.2024 | 3.57% | 0.42 CHF | 0.43 CHF | 96'000 | 96'000 | 42'794 | 42'794 | 18'150 CHF | 18'705 CHF | 100.00% | 100.00% |