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 | 1.64% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 36'580 | 36'580 | 22'652 CHF | 23'019 CHF | 99.38% | 99.38% |
19.11.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 20'493 CHF | 20'863 CHF | 100.00% | 100.00% |
18.11.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 82'000 | 82'000 | 36'867 | 36'867 | 19'420 CHF | 19'790 CHF | 99.87% | 99.87% |
15.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 20'908 CHF | 21'276 CHF | 99.72% | 99.72% |
14.11.2024 | 1.64% | 0.56 CHF | 0.57 CHF | 82'000 | 82'000 | 36'069 | 36'069 | 21'572 CHF | 21'934 CHF | 98.17% | 98.17% |
13.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 22'646 CHF | 23'013 CHF | 100.00% | 100.00% |
12.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 23'109 CHF | 23'475 CHF | 99.88% | 99.88% |
11.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80'000 | 80'000 | 35'643 | 35'643 | 23'817 CHF | 24'174 CHF | 99.90% | 99.90% |
08.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 80'000 | 80'000 | 36'548 | 36'548 | 24'281 CHF | 24'648 CHF | 99.04% | 99.04% |
07.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 23'392 CHF | 23'751 CHF | 99.90% | 99.90% |