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 | 1.81% | 0.53 CHF | 0.54 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 57'758 CHF | 58'813 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 61'265 CHF | 62'295 CHF | 100.00% | 100.00% |
18.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 62'667 CHF | 63'687 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'137 | 100'137 | 63'328 CHF | 64'329 CHF | 100.00% | 100.00% |
14.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 63'075 CHF | 64'089 CHF | 99.33% | 99.33% |
13.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 63'203 CHF | 64'214 CHF | 100.00% | 100.00% |
12.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 63'937 CHF | 64'940 CHF | 100.00% | 100.00% |
11.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 65'995 CHF | 66'995 CHF | 99.93% | 99.93% |
08.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 63'388 CHF | 64'403 CHF | 100.00% | 100.00% |
07.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 65'349 CHF | 66'349 CHF | 100.00% | 100.00% |