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 | 1.83% | 0.52 CHF | 0.53 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 57'032 CHF | 58'087 CHF | 100.00% | 100.00% |
19.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 60'581 CHF | 61'610 CHF | 100.00% | 100.00% |
18.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 61'920 CHF | 62'940 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'137 | 100'137 | 62'555 CHF | 63'557 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 62'300 CHF | 63'313 CHF | 99.34% | 99.34% |
13.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 61'959 CHF | 62'971 CHF | 100.00% | 100.00% |
12.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 62'716 CHF | 63'720 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 64'833 CHF | 65'833 CHF | 99.93% | 99.93% |
08.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 62'198 CHF | 63'214 CHF | 100.00% | 100.00% |
07.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 64'597 CHF | 65'597 CHF | 100.00% | 100.00% |