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 | 1.10% | 0.92 CHF | 0.93 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 38'417 CHF | 38'842 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 38'789 CHF | 39'216 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 36'128 CHF | 36'547 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 35'108 CHF | 35'521 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 37'378 CHF | 37'799 CHF | 100.00% | 100.00% |
13.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 36'998 CHF | 37'418 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 35'040 CHF | 35'453 CHF | 99.87% | 99.87% |
11.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 29'695 CHF | 30'095 CHF | 99.70% | 99.70% |
08.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 30'249 CHF | 30'649 CHF | 98.83% | 98.83% |
07.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 26'828 CHF | 27'217 CHF | 99.44% | 99.44% |