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 | 2.09% | 0.51 CHF | 0.54 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 53'108 CHF | 54'180 CHF | 98.90% | 98.90% |
19.11.2024 | 2.87% | 0.44 CHF | 0.47 CHF | 17'000 | 17'000 | 109'990 | 109'990 | 39'872 CHF | 40'982 CHF | 98.74% | 98.74% |
18.11.2024 | 2.94% | 0.33 CHF | 0.36 CHF | 18'000 | 18'000 | 109'138 | 109'138 | 39'165 CHF | 40'267 CHF | 98.94% | 98.94% |
15.11.2024 | 2.38% | 0.39 CHF | 0.42 CHF | 17'000 | 17'000 | 106'822 | 106'822 | 48'066 CHF | 49'145 CHF | 98.94% | 98.94% |
14.11.2024 | 1.67% | 0.62 CHF | 0.65 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 65'226 CHF | 66'268 CHF | 98.85% | 98.85% |
13.11.2024 | 1.74% | 0.65 CHF | 0.68 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 62'315 CHF | 63'357 CHF | 98.87% | 98.87% |
12.11.2024 | 1.72% | 0.58 CHF | 0.61 CHF | 16'000 | 16'000 | 103'312 | 103'312 | 63'381 CHF | 64'424 CHF | 98.76% | 98.76% |
11.11.2024 | 1.50% | 0.74 CHF | 0.77 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 70'735 CHF | 71'757 CHF | 98.90% | 98.90% |
08.11.2024 | 1.83% | 0.59 CHF | 0.62 CHF | 16'000 | 16'000 | 104'245 | 104'245 | 59'861 CHF | 60'914 CHF | 97.78% | 97.78% |
07.11.2024 | 2.00% | 0.52 CHF | 0.55 CHF | 17'000 | 17'000 | 104'752 | 104'752 | 55'462 CHF | 56'519 CHF | 98.90% | 98.90% |