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 | 6.06% | 0.16 CHF | 0.17 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 14'664 CHF | 15'579 CHF | 100.00% | 100.00% |
19.11.2024 | 6.36% | 0.14 CHF | 0.16 CHF | 94'000 | 94'000 | 91'392 | 91'392 | 13'977 CHF | 14'891 CHF | 100.00% | 100.00% |
18.11.2024 | 6.27% | 0.17 CHF | 0.18 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 14'173 CHF | 15'088 CHF | 100.00% | 100.00% |
15.11.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 94'000 | 94'000 | 91'397 | 91'397 | 13'653 CHF | 14'567 CHF | 100.00% | 100.00% |
14.11.2024 | 8.58% | 0.13 CHF | 0.14 CHF | 94'000 | 94'000 | 92'566 | 92'566 | 10'447 CHF | 11'373 CHF | 99.33% | 99.33% |
13.11.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 12'783 CHF | 13'701 CHF | 100.00% | 100.00% |
12.11.2024 | 6.50% | 0.13 CHF | 0.14 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 13'600 CHF | 14'511 CHF | 98.86% | 100.00% |
11.11.2024 | 4.47% | 0.20 CHF | 0.21 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 19'227 CHF | 20'105 CHF | 99.93% | 99.93% |
08.11.2024 | 3.62% | 0.23 CHF | 0.24 CHF | 90'000 | 90'000 | 85'909 | 85'909 | 23'423 CHF | 24'282 CHF | 100.00% | 100.00% |
07.11.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 84'000 | 84'000 | 82'887 | 82'887 | 29'468 CHF | 30'296 CHF | 98.41% | 98.41% |