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 | 2.74% | 0.40 CHF | 0.43 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 40'471 CHF | 41'544 CHF | 98.90% | 98.90% |
19.11.2024 | 4.25% | 0.32 CHF | 0.35 CHF | 17'000 | 17'000 | 109'989 | 109'989 | 26'833 CHF | 27'944 CHF | 98.73% | 98.73% |
18.11.2024 | 4.38% | 0.21 CHF | 0.24 CHF | 18'000 | 18'000 | 109'138 | 109'138 | 26'154 CHF | 27'257 CHF | 98.94% | 98.94% |
15.11.2024 | 3.26% | 0.27 CHF | 0.30 CHF | 17'000 | 17'000 | 106'822 | 106'822 | 35'241 CHF | 36'320 CHF | 98.94% | 98.94% |
14.11.2024 | 2.06% | 0.49 CHF | 0.52 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 52'679 CHF | 53'722 CHF | 98.85% | 98.85% |
13.11.2024 | 2.17% | 0.53 CHF | 0.56 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 49'738 CHF | 50'780 CHF | 98.87% | 98.87% |
12.11.2024 | 2.14% | 0.46 CHF | 0.49 CHF | 16'000 | 16'000 | 103'312 | 103'312 | 50'752 CHF | 51'795 CHF | 98.75% | 98.75% |
11.11.2024 | 1.83% | 0.61 CHF | 0.64 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 57'960 CHF | 58'983 CHF | 98.90% | 98.90% |
08.11.2024 | 2.32% | 0.47 CHF | 0.50 CHF | 16'000 | 16'000 | 104'245 | 104'245 | 47'331 CHF | 48'383 CHF | 97.78% | 97.78% |
07.11.2024 | 2.60% | 0.40 CHF | 0.43 CHF | 17'000 | 17'000 | 104'752 | 104'752 | 42'860 CHF | 43'918 CHF | 98.90% | 98.90% |