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 | 2.41% | 0.41 CHF | 0.42 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 37'461 CHF | 38'376 CHF | 100.00% | 100.00% |
19.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 36'552 CHF | 37'466 CHF | 100.00% | 100.00% |
18.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 36'921 CHF | 37'836 CHF | 100.00% | 100.00% |
15.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 94'000 | 94'000 | 91'396 | 91'396 | 36'424 CHF | 37'338 CHF | 100.00% | 100.00% |
14.11.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 94'000 | 94'000 | 92'567 | 92'567 | 33'568 CHF | 34'494 CHF | 99.39% | 99.39% |
13.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 35'601 CHF | 36'518 CHF | 100.00% | 100.00% |
12.11.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 36'345 CHF | 37'256 CHF | 98.86% | 100.00% |
11.11.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 41'169 CHF | 42'047 CHF | 99.93% | 99.93% |
08.11.2024 | 1.90% | 0.48 CHF | 0.49 CHF | 90'000 | 90'000 | 85'909 | 85'909 | 44'829 CHF | 45'688 CHF | 100.00% | 100.00% |
07.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 84'000 | 84'000 | 82'886 | 82'886 | 50'192 CHF | 51'021 CHF | 98.41% | 98.41% |