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 | 2.18% | 0.43 CHF | 0.44 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 47'940 CHF | 48'995 CHF | 100.00% | 100.00% |
19.11.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 51'631 CHF | 52'660 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 53'217 CHF | 54'237 CHF | 100.00% | 100.00% |
15.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 53'968 CHF | 54'969 CHF | 100.00% | 100.00% |
14.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 101'359 | 101'359 | 53'436 CHF | 54'450 CHF | 99.33% | 99.33% |
13.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 53'281 CHF | 54'293 CHF | 100.00% | 100.00% |
12.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 54'578 CHF | 55'581 CHF | 100.00% | 100.00% |
11.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 56'664 CHF | 57'664 CHF | 99.93% | 99.93% |
08.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 53'817 CHF | 54'832 CHF | 100.00% | 100.00% |
07.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 55'901 CHF | 56'901 CHF | 100.00% | 100.00% |