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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.99% | 0.83 CHF | 0.84 CHF | 88'000 | 88'000 | 39'387 | 39'387 | 31'318 CHF | 31'827 CHF | 100.00% | 100.00% |
20.11.2024 | 2.16% | 0.67 CHF | 0.68 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 28'534 CHF | 29'066 CHF | 99.90% | 99.90% |
19.11.2024 | 1.98% | 0.76 CHF | 0.77 CHF | 92'000 | 92'000 | 38'254 | 38'254 | 29'518 CHF | 30'022 CHF | 100.00% | 100.00% |
18.11.2024 | 2.14% | 0.76 CHF | 0.77 CHF | 90'000 | 90'000 | 41'033 | 41'033 | 29'712 CHF | 30'244 CHF | 99.90% | 99.90% |
15.11.2024 | 2.11% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 27'667 CHF | 28'118 CHF | 100.00% | 100.00% |
14.11.2024 | 2.02% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 40'409 | 40'409 | 30'529 CHF | 31'055 CHF | 100.00% | 100.00% |
13.11.2024 | 2.29% | 0.71 CHF | 0.72 CHF | 92'000 | 92'000 | 41'450 | 41'450 | 28'073 CHF | 28'609 CHF | 98.61% | 99.79% |
12.11.2024 | 2.01% | 0.70 CHF | 0.71 CHF | 92'000 | 92'000 | 40'584 | 40'584 | 30'829 CHF | 31'357 CHF | 100.00% | 100.00% |
11.11.2024 | 4.90% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 22'703 | 22'703 | 16'589 CHF | 17'259 CHF | 99.53% | 99.53% |
08.11.2024 | 2.62% | 0.65 CHF | 0.66 CHF | 94'000 | 94'000 | 42'800 | 42'800 | 25'921 CHF | 26'475 CHF | 98.78% | 98.78% |