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 | 6.11% | 0.15 CHF | 0.16 CHF | 90'700 | 90'700 | 89'633 | 89'633 | 14'244 CHF | 15'140 CHF | 100.00% | 100.00% |
19.11.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 79'100 | 79'100 | 80'507 | 80'507 | 12'611 CHF | 13'416 CHF | 100.00% | 100.00% |
18.11.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 78'100 | 78'100 | 77'965 | 77'965 | 14'234 CHF | 15'014 CHF | 97.41% | 97.41% |
15.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 81'300 | 81'300 | 79'977 | 79'977 | 14'452 CHF | 15'251 CHF | 100.00% | 100.00% |
14.11.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 85'600 | 85'600 | 85'868 | 85'868 | 13'807 CHF | 14'666 CHF | 100.00% | 100.00% |
13.11.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 73'400 | 73'400 | 73'400 | 73'400 | 12'302 CHF | 13'036 CHF | 100.00% | 100.00% |
12.11.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 56'000 | 56'000 | 55'048 | 55'048 | 10'424 CHF | 10'974 CHF | 96.77% | 96.77% |
11.11.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 55'900 | 55'900 | 55'876 | 55'876 | 15'912 CHF | 16'470 CHF | 99.70% | 99.70% |
08.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 44'600 | 44'600 | 44'590 | 44'590 | 12'479 CHF | 12'925 CHF | 95.10% | 95.10% |
07.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 45'600 | 45'600 | 45'410 | 45'410 | 15'662 CHF | 16'116 CHF | 99.44% | 99.44% |