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 | 1.72% | 0.58 CHF | 0.59 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 52'814 CHF | 53'729 CHF | 100.00% | 100.00% |
19.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 94'000 | 94'000 | 91'392 | 91'392 | 53'109 CHF | 54'023 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 94'000 | 94'000 | 91'505 | 91'505 | 53'189 CHF | 54'104 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 94'000 | 94'000 | 91'396 | 91'396 | 54'155 CHF | 55'068 CHF | 100.00% | 100.00% |
14.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 94'000 | 94'000 | 92'568 | 92'568 | 58'303 CHF | 59'229 CHF | 99.39% | 99.39% |
13.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 55'355 CHF | 56'272 CHF | 100.00% | 100.00% |
12.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 54'437 CHF | 55'349 CHF | 98.86% | 100.00% |
11.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 46'703 CHF | 47'580 CHF | 99.93% | 99.93% |
08.11.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 90'000 | 90'000 | 85'908 | 85'908 | 41'148 CHF | 42'008 CHF | 100.00% | 100.00% |
07.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 84'000 | 84'000 | 82'887 | 82'887 | 33'229 CHF | 34'058 CHF | 98.41% | 98.41% |