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 | 2.17% | 0.42 CHF | 0.43 CHF | 86'100 | 86'100 | 85'047 | 85'047 | 38'864 CHF | 39'714 CHF | 100.00% | 100.00% |
19.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 78'700 | 78'700 | 78'053 | 78'053 | 38'256 CHF | 39'037 CHF | 100.00% | 100.00% |
18.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 71'400 | 71'400 | 71'604 | 71'604 | 37'508 CHF | 38'224 CHF | 100.00% | 100.00% |
15.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 78'400 | 78'400 | 78'113 | 78'113 | 46'745 CHF | 47'526 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 89'200 | 89'200 | 90'117 | 90'117 | 44'836 CHF | 45'737 CHF | 99.35% | 99.35% |
13.11.2024 | 1.60% | 0.36 CHF | 0.37 CHF | 50'200 | 50'200 | 47'613 | 47'613 | 31'537 CHF | 32'013 CHF | 99.46% | 99.46% |
12.11.2024 | 1.02% | 0.88 CHF | 0.89 CHF | 44'100 | 44'100 | 43'445 | 43'445 | 42'325 CHF | 42'760 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 42'500 | 42'500 | 42'559 | 42'559 | 42'654 CHF | 43'080 CHF | 99.93% | 99.93% |
08.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 37'200 | 37'200 | 36'884 | 36'884 | 36'813 CHF | 37'182 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 41'100 | 41'100 | 40'867 | 40'867 | 51'220 CHF | 51'629 CHF | 99.43% | 99.43% |