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 | 3.46% | 0.50 CHF | 0.51 CHF | 132'000 | 132'000 | 58'459 | 58'459 | 26'674 CHF | 27'434 CHF | 99.34% | 99.34% |
19.11.2024 | 3.49% | 0.44 CHF | 0.45 CHF | 131'000 | 131'000 | 58'565 | 58'565 | 25'927 CHF | 26'688 CHF | 100.00% | 100.00% |
18.11.2024 | 3.53% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 58'171 | 58'171 | 25'444 CHF | 26'200 CHF | 99.78% | 99.78% |
15.11.2024 | 3.42% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 58'114 | 58'114 | 25'605 CHF | 26'361 CHF | 100.00% | 100.00% |
14.11.2024 | 3.60% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 58'300 | 58'300 | 25'102 CHF | 25'862 CHF | 98.58% | 98.58% |
13.11.2024 | 4.23% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 57'748 | 57'748 | 22'453 CHF | 23'202 CHF | 99.80% | 99.80% |
12.11.2024 | 4.26% | 0.35 CHF | 0.36 CHF | 128'000 | 128'000 | 57'696 | 57'696 | 20'572 CHF | 21'321 CHF | 99.90% | 99.90% |
11.11.2024 | 4.09% | 0.34 CHF | 0.35 CHF | 128'000 | 128'000 | 57'666 | 57'666 | 20'478 CHF | 21'229 CHF | 99.76% | 99.76% |
08.11.2024 | 3.49% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 59'195 | 59'195 | 24'969 CHF | 25'736 CHF | 99.05% | 99.05% |
07.11.2024 | 3.60% | 0.45 CHF | 0.46 CHF | 133'000 | 133'000 | 59'032 | 59'032 | 25'338 CHF | 26'103 CHF | 100.00% | 100.00% |