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 | 2.79% | 0.35 CHF | 0.36 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 19'065 CHF | 19'601 CHF | 99.44% | 99.44% |
19.11.2024 | 3.17% | 0.28 CHF | 0.29 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 17'132 CHF | 17'665 CHF | 99.47% | 99.47% |
18.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 25'699 CHF | 26'247 CHF | 100.00% | 100.00% |
15.11.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 27'847 CHF | 28'397 CHF | 99.44% | 99.44% |
14.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 56'000 | 56'000 | 56'062 | 56'062 | 34'083 CHF | 34'643 CHF | 100.00% | 100.00% |
13.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 56'000 | 56'000 | 56'460 | 56'460 | 35'343 CHF | 35'908 CHF | 100.00% | 100.00% |
12.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 56'000 | 56'000 | 61'828 | 61'828 | 33'538 CHF | 34'156 CHF | 99.85% | 99.85% |
11.11.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'480 | 75'480 | 48'609 CHF | 49'364 CHF | 99.72% | 99.72% |
08.11.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 78'000 | 78'000 | 78'495 | 78'495 | 66'715 CHF | 67'500 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 0.85 CHF | 0.86 CHF | 79'000 | 79'000 | 81'048 | 81'048 | 82'718 CHF | 83'529 CHF | 98.92% | 98.92% |