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 | 2.02% | 0.49 CHF | 0.50 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 44'744 CHF | 45'659 CHF | 100.00% | 100.00% |
19.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 45'098 CHF | 46'012 CHF | 100.00% | 100.00% |
18.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 94'000 | 94'000 | 91'505 | 91'505 | 45'256 CHF | 46'171 CHF | 100.00% | 100.00% |
15.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 91'396 | 91'396 | 46'114 CHF | 47'028 CHF | 100.00% | 100.00% |
14.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 94'000 | 94'000 | 92'566 | 92'566 | 50'166 CHF | 51'091 CHF | 99.33% | 99.33% |
13.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 47'266 CHF | 48'184 CHF | 100.00% | 100.00% |
12.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 46'415 CHF | 47'327 CHF | 98.86% | 100.00% |
11.11.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 92'000 | 92'000 | 87'740 | 87'740 | 38'966 CHF | 39'843 CHF | 99.93% | 99.93% |
08.11.2024 | 2.53% | 0.44 CHF | 0.45 CHF | 90'000 | 90'000 | 85'909 | 85'909 | 33'674 CHF | 34'533 CHF | 100.00% | 100.00% |
07.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 84'000 | 84'000 | 82'886 | 82'886 | 26'001 CHF | 26'830 CHF | 98.41% | 98.41% |