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 | 2.42% | 0.39 CHF | 0.40 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 42'988 CHF | 44'042 CHF | 100.00% | 100.00% |
19.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 104'000 | 104'000 | 102'961 | 102'961 | 46'863 CHF | 47'892 CHF | 100.00% | 100.00% |
18.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 48'378 CHF | 49'398 CHF | 100.00% | 100.00% |
15.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 49'274 CHF | 50'275 CHF | 100.00% | 100.00% |
14.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 48'820 CHF | 49'834 CHF | 99.33% | 99.33% |
13.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 48'439 CHF | 49'450 CHF | 100.00% | 100.00% |
12.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 49'449 CHF | 50'452 CHF | 100.00% | 100.00% |
11.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 51'466 CHF | 52'466 CHF | 99.93% | 99.93% |
08.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 48'587 CHF | 49'602 CHF | 100.00% | 100.00% |
07.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 50'688 CHF | 51'687 CHF | 100.00% | 100.00% |