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 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 44'606 | 44'606 | 25'610 CHF | 26'058 CHF | 99.90% | 99.90% |
19.11.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 44'562 | 44'562 | 23'994 CHF | 24'441 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 31'423 | 31'423 | 16'770 CHF | 17'086 CHF | 99.89% | 99.89% |
15.11.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 44'607 | 44'607 | 23'402 CHF | 23'850 CHF | 99.90% | 99.90% |
14.11.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 90'000 | 90'000 | 44'615 | 44'615 | 21'919 CHF | 22'367 CHF | 100.00% | 100.00% |
13.11.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 90'000 | 90'000 | 44'577 | 44'577 | 21'848 CHF | 22'296 CHF | 100.00% | 100.00% |
12.11.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 90'000 | 90'000 | 44'602 | 44'602 | 23'091 CHF | 23'539 CHF | 99.90% | 99.90% |
11.11.2024 | 7.61% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 15'159 | 15'159 | 8'568 CHF | 9'088 CHF | 99.88% | 99.88% |
08.11.2024 | 2.06% | 0.55 CHF | 0.56 CHF | 90'000 | 90'000 | 44'632 | 44'632 | 22'592 CHF | 23'041 CHF | 100.00% | 100.00% |
07.11.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 46'737 | 46'737 | 22'879 CHF | 23'348 CHF | 99.90% | 99.90% |