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 | 2.46% | 0.58 CHF | 0.59 CHF | 92'000 | 92'000 | 41'096 | 41'096 | 24'910 CHF | 25'442 CHF | 99.90% | 99.90% |
19.11.2024 | 2.24% | 0.68 CHF | 0.69 CHF | 92'000 | 92'000 | 38'260 | 38'260 | 26'155 CHF | 26'660 CHF | 100.00% | 100.00% |
18.11.2024 | 2.44% | 0.67 CHF | 0.68 CHF | 90'000 | 90'000 | 41'032 | 41'032 | 26'085 CHF | 26'618 CHF | 99.90% | 99.90% |
15.11.2024 | 2.40% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 36'799 | 36'799 | 24'392 CHF | 24'843 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 40'408 | 40'408 | 26'966 CHF | 27'492 CHF | 100.00% | 100.00% |
13.11.2024 | 2.64% | 0.62 CHF | 0.63 CHF | 92'000 | 92'000 | 41'453 | 41'453 | 24'417 CHF | 24'953 CHF | 98.61% | 99.78% |
12.11.2024 | 2.27% | 0.61 CHF | 0.62 CHF | 92'000 | 92'000 | 40'585 | 40'585 | 27'249 CHF | 27'777 CHF | 100.00% | 100.00% |
11.11.2024 | 5.61% | 0.71 CHF | 0.72 CHF | 90'000 | 90'000 | 22'702 | 22'702 | 14'592 CHF | 15'263 CHF | 99.56% | 99.56% |
08.11.2024 | 3.06% | 0.56 CHF | 0.57 CHF | 94'000 | 94'000 | 42'856 | 42'856 | 22'282 CHF | 22'836 CHF | 98.48% | 98.48% |
07.11.2024 | 2.98% | 0.52 CHF | 0.53 CHF | 96'000 | 96'000 | 42'792 | 42'792 | 21'991 CHF | 22'546 CHF | 100.00% | 100.00% |