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 | 1.39% | 0.73 CHF | 0.74 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 30'450 CHF | 30'875 CHF | 100.00% | 100.00% |
19.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 30'720 CHF | 31'147 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 28'189 CHF | 28'608 CHF | 100.00% | 100.00% |
15.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 27'293 CHF | 27'706 CHF | 100.00% | 100.00% |
14.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 29'424 CHF | 29'845 CHF | 100.00% | 100.00% |
13.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 29'036 CHF | 29'456 CHF | 100.00% | 100.00% |
12.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 27'238 CHF | 27'651 CHF | 99.85% | 99.85% |
11.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 22'160 CHF | 22'560 CHF | 99.70% | 99.70% |
08.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 40'000 | 40'000 | 39'993 | 39'993 | 22'679 CHF | 23'078 CHF | 98.83% | 98.83% |
07.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 19'526 CHF | 19'914 CHF | 99.44% | 99.44% |