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 | 2.15% | 0.46 CHF | 0.47 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 42'060 CHF | 42'975 CHF | 100.00% | 100.00% |
19.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 42'440 CHF | 43'354 CHF | 100.00% | 100.00% |
18.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 94'000 | 94'000 | 91'505 | 91'505 | 42'581 CHF | 43'496 CHF | 100.00% | 100.00% |
15.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 94'000 | 94'000 | 91'397 | 91'397 | 43'428 CHF | 44'342 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 92'567 | 92'567 | 47'446 CHF | 48'372 CHF | 99.39% | 99.39% |
13.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 44'561 CHF | 45'478 CHF | 100.00% | 100.00% |
12.11.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 43'720 CHF | 44'631 CHF | 98.86% | 100.00% |
11.11.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 36'340 CHF | 37'218 CHF | 99.93% | 99.93% |
08.11.2024 | 2.74% | 0.41 CHF | 0.42 CHF | 90'000 | 90'000 | 85'908 | 85'908 | 31'099 CHF | 31'958 CHF | 100.00% | 100.00% |
07.11.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 84'000 | 84'000 | 82'887 | 82'887 | 23'492 CHF | 24'321 CHF | 98.41% | 98.41% |