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 | 3.23% | 0.28 CHF | 0.29 CHF | 124'000 | 124'000 | 55'092 | 55'092 | 16'615 CHF | 17'167 CHF | 99.90% | 99.90% |
19.11.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 122'000 | 122'000 | 53'232 | 53'232 | 17'820 CHF | 18'353 CHF | 100.00% | 100.00% |
18.11.2024 | 3.54% | 0.34 CHF | 0.35 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 21'356 CHF | 22'050 CHF | 99.90% | 99.90% |
15.11.2024 | 3.46% | 0.43 CHF | 0.44 CHF | 118'000 | 118'000 | 46'957 | 46'957 | 20'685 CHF | 21'252 CHF | 99.45% | 99.45% |
14.11.2024 | 3.45% | 0.44 CHF | 0.45 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 23'341 CHF | 24'030 CHF | 100.00% | 100.00% |
13.11.2024 | 3.41% | 0.44 CHF | 0.45 CHF | 118'000 | 118'000 | 53'084 | 53'084 | 23'789 CHF | 24'479 CHF | 100.00% | 100.00% |
12.11.2024 | 3.51% | 0.44 CHF | 0.45 CHF | 118'000 | 118'000 | 53'099 | 53'099 | 23'432 CHF | 24'122 CHF | 99.85% | 99.85% |
11.11.2024 | 3.59% | 0.44 CHF | 0.45 CHF | 118'000 | 118'000 | 53'070 | 53'070 | 23'145 CHF | 23'835 CHF | 99.57% | 99.57% |
08.11.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 54'259 | 54'259 | 22'276 CHF | 22'820 CHF | 99.18% | 99.18% |
07.11.2024 | 2.72% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 52'350 | 52'350 | 21'766 CHF | 22'316 CHF | 99.90% | 99.90% |