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 | 2.30% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 36'579 | 36'579 | 16'035 CHF | 16'401 CHF | 99.38% | 99.38% |
19.11.2024 | 2.71% | 0.39 CHF | 0.40 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 13'792 CHF | 14'162 CHF | 100.00% | 100.00% |
18.11.2024 | 3.02% | 0.37 CHF | 0.38 CHF | 82'000 | 82'000 | 36'860 | 36'860 | 12'686 CHF | 13'055 CHF | 99.86% | 99.86% |
15.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 14'236 CHF | 14'604 CHF | 99.72% | 99.72% |
14.11.2024 | 2.32% | 0.38 CHF | 0.39 CHF | 82'000 | 82'000 | 36'100 | 36'100 | 15'014 CHF | 15'376 CHF | 98.34% | 98.34% |
13.11.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 81'000 | 81'000 | 36'668 | 36'668 | 15'989 CHF | 16'356 CHF | 100.00% | 100.00% |
12.11.2024 | 2.21% | 0.42 CHF | 0.43 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 16'496 CHF | 16'862 CHF | 99.88% | 99.88% |
11.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 35'640 | 35'640 | 17'384 CHF | 17'741 CHF | 99.90% | 99.90% |
08.11.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 80'000 | 80'000 | 36'548 | 36'548 | 17'732 CHF | 18'098 CHF | 99.04% | 99.04% |
07.11.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 16'971 CHF | 17'331 CHF | 99.90% | 99.90% |