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 | 3.00% | 0.33 CHF | 0.34 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 30'065 CHF | 30'980 CHF | 100.00% | 100.00% |
19.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 29'259 CHF | 30'173 CHF | 100.00% | 100.00% |
18.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 29'605 CHF | 30'520 CHF | 100.00% | 100.00% |
15.11.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 94'000 | 94'000 | 91'396 | 91'396 | 29'033 CHF | 29'947 CHF | 100.00% | 100.00% |
14.11.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 94'000 | 94'000 | 92'565 | 92'565 | 26'095 CHF | 27'021 CHF | 99.33% | 99.33% |
13.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 28'217 CHF | 29'134 CHF | 100.00% | 100.00% |
12.11.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 29'015 CHF | 29'926 CHF | 98.86% | 100.00% |
11.11.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 34'109 CHF | 34'986 CHF | 99.93% | 99.93% |
08.11.2024 | 2.24% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 85'909 | 85'909 | 37'941 CHF | 38'800 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 84'000 | 84'000 | 82'886 | 82'886 | 43'552 CHF | 44'381 CHF | 98.41% | 98.41% |