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 | 1.63% | 0.61 CHF | 0.62 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 55'621 CHF | 56'536 CHF | 100.00% | 100.00% |
19.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 55'908 CHF | 56'822 CHF | 100.00% | 100.00% |
18.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 56'038 CHF | 56'953 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 94'000 | 94'000 | 91'396 | 91'396 | 56'974 CHF | 57'888 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 94'000 | 94'000 | 92'564 | 92'564 | 61'170 CHF | 62'095 CHF | 99.33% | 99.33% |
13.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 94'000 | 94'000 | 91'730 | 91'730 | 58'147 CHF | 59'064 CHF | 100.00% | 100.00% |
12.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 94'000 | 94'000 | 91'114 | 91'114 | 57'227 CHF | 58'139 CHF | 98.86% | 100.00% |
11.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 92'000 | 92'000 | 87'740 | 87'740 | 49'414 CHF | 50'291 CHF | 99.93% | 99.93% |
08.11.2024 | 1.94% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 85'908 | 85'908 | 43'879 CHF | 44'738 CHF | 100.00% | 100.00% |
07.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 84'000 | 84'000 | 82'887 | 82'887 | 35'873 CHF | 36'702 CHF | 98.41% | 98.41% |