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 | 1.24% | 0.80 CHF | 0.81 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 42'209 CHF | 42'736 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 44'786 CHF | 45'322 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 47'199 CHF | 47'735 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 51'098 CHF | 51'639 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 56'000 | 56'000 | 54'753 | 54'753 | 55'884 CHF | 56'432 CHF | 99.33% | 99.33% |
13.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 53'044 CHF | 53'589 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 54'125 CHF | 54'678 CHF | 68.32% | 100.00% |
11.11.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 44'539 CHF | 45'066 CHF | 99.93% | 99.93% |
08.11.2024 | 1.37% | 0.78 CHF | 0.79 CHF | 54'000 | 54'000 | 51'726 | 51'726 | 37'739 CHF | 38'256 CHF | 100.00% | 100.00% |
07.11.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 25'448 CHF | 25'945 CHF | 98.53% | 98.53% |