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 | 1.46% | 0.64 CHF | 0.65 CHF | 63'300 | 63'300 | 62'028 | 62'028 | 42'125 CHF | 42'745 CHF | 100.00% | 100.00% |
19.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 53'400 | 53'400 | 53'467 | 53'467 | 34'904 CHF | 35'438 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 0.80 CHF | 0.81 CHF | 50'500 | 50'500 | 49'833 | 49'833 | 43'393 CHF | 43'891 CHF | 100.00% | 100.00% |
15.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 60'300 | 60'300 | 59'574 | 59'574 | 50'439 CHF | 51'035 CHF | 99.49% | 99.49% |
14.11.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 69'300 | 69'300 | 70'172 | 70'172 | 44'284 CHF | 44'986 CHF | 99.35% | 99.35% |
13.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 73'900 | 73'900 | 74'517 | 74'517 | 41'231 CHF | 41'977 CHF | 100.00% | 100.00% |
12.11.2024 | 1.48% | 0.57 CHF | 0.58 CHF | 52'000 | 52'000 | 50'404 | 50'404 | 33'969 CHF | 34'473 CHF | 100.00% | 100.00% |
11.11.2024 | 1.29% | 0.85 CHF | 0.86 CHF | 82'000 | 82'000 | 83'561 | 83'561 | 64'765 CHF | 65'601 CHF | 99.38% | 99.38% |
08.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 79'100 | 79'100 | 78'183 | 78'183 | 35'640 CHF | 36'422 CHF | 100.00% | 100.00% |
07.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 94'800 | 94'800 | 94'614 | 94'614 | 52'012 CHF | 52'958 CHF | 99.43% | 99.43% |