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 | 2.36% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 36'574 | 36'574 | 15'614 CHF | 15'980 CHF | 99.34% | 99.34% |
19.11.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 13'372 CHF | 13'742 CHF | 100.00% | 100.00% |
18.11.2024 | 3.12% | 0.36 CHF | 0.37 CHF | 82'000 | 82'000 | 36'831 | 36'831 | 12'269 CHF | 12'638 CHF | 99.78% | 99.78% |
15.11.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 13'829 CHF | 14'197 CHF | 99.90% | 99.90% |
14.11.2024 | 2.39% | 0.37 CHF | 0.38 CHF | 82'000 | 82'000 | 36'162 | 36'162 | 14'612 CHF | 14'974 CHF | 98.54% | 98.54% |
13.11.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 15'568 CHF | 15'935 CHF | 100.00% | 100.00% |
12.11.2024 | 2.27% | 0.41 CHF | 0.42 CHF | 81'000 | 81'000 | 36'562 | 36'562 | 16'034 CHF | 16'401 CHF | 99.88% | 99.88% |
11.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 35'643 | 35'643 | 16'970 CHF | 17'327 CHF | 99.90% | 99.90% |
08.11.2024 | 2.14% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 17'321 CHF | 17'687 CHF | 99.05% | 99.05% |
07.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 81'000 | 81'000 | 35'876 | 35'876 | 16'557 CHF | 16'916 CHF | 99.90% | 99.90% |