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 | 2.42% | 0.38 CHF | 0.39 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 22'380 CHF | 22'932 CHF | 99.90% | 99.90% |
19.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 122'000 | 122'000 | 53'231 | 53'231 | 23'424 CHF | 23'958 CHF | 100.00% | 100.00% |
18.11.2024 | 2.85% | 0.44 CHF | 0.45 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 26'981 CHF | 27'675 CHF | 99.90% | 99.90% |
15.11.2024 | 2.80% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 46'957 | 46'957 | 25'638 CHF | 26'205 CHF | 99.45% | 99.45% |
14.11.2024 | 2.79% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 53'078 | 53'078 | 28'930 CHF | 29'620 CHF | 100.00% | 100.00% |
13.11.2024 | 2.77% | 0.55 CHF | 0.56 CHF | 118'000 | 118'000 | 53'083 | 53'083 | 29'379 CHF | 30'069 CHF | 100.00% | 100.00% |
12.11.2024 | 2.84% | 0.55 CHF | 0.56 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 28'970 CHF | 29'660 CHF | 99.85% | 99.85% |
11.11.2024 | 2.89% | 0.55 CHF | 0.56 CHF | 118'000 | 118'000 | 53'071 | 53'071 | 28'664 CHF | 29'354 CHF | 99.61% | 99.61% |
08.11.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 54'069 | 54'069 | 27'720 CHF | 28'262 CHF | 100.00% | 100.00% |
07.11.2024 | 2.18% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 27'171 CHF | 27'721 CHF | 99.90% | 99.90% |