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 | 2.65% | 0.52 CHF | 0.53 CHF | 132'000 | 132'000 | 58'466 | 58'466 | 33'011 CHF | 33'771 CHF | 99.38% | 99.38% |
19.11.2024 | 2.62% | 0.58 CHF | 0.59 CHF | 131'000 | 131'000 | 58'560 | 58'560 | 33'749 CHF | 34'510 CHF | 99.99% | 99.99% |
18.11.2024 | 2.57% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 58'121 | 58'121 | 34'251 CHF | 35'008 CHF | 99.71% | 99.71% |
15.11.2024 | 2.62% | 0.60 CHF | 0.61 CHF | 130'000 | 130'000 | 58'101 | 58'101 | 34'245 CHF | 35'001 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 58'261 | 58'261 | 35'055 CHF | 35'815 CHF | 98.44% | 98.44% |
13.11.2024 | 2.33% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 57'506 | 57'506 | 36'598 CHF | 37'346 CHF | 98.92% | 98.92% |
12.11.2024 | 2.29% | 0.67 CHF | 0.68 CHF | 128'000 | 128'000 | 57'698 | 57'698 | 38'620 CHF | 39'369 CHF | 99.88% | 99.88% |
11.11.2024 | 2.36% | 0.69 CHF | 0.70 CHF | 128'000 | 128'000 | 57'763 | 57'763 | 38'658 CHF | 39'410 CHF | 99.90% | 99.90% |
08.11.2024 | 2.62% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 59'194 | 59'194 | 35'350 CHF | 36'118 CHF | 99.04% | 99.04% |
07.11.2024 | 2.55% | 0.57 CHF | 0.58 CHF | 133'000 | 133'000 | 59'007 | 59'007 | 34'895 CHF | 35'659 CHF | 100.00% | 100.00% |