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 | 1.85% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 36'579 | 36'579 | 19'939 CHF | 20'305 CHF | 99.38% | 99.38% |
19.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 22'325 CHF | 22'694 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 82'000 | 82'000 | 36'837 | 36'837 | 23'585 CHF | 23'954 CHF | 99.79% | 99.79% |
15.11.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 82'000 | 82'000 | 36'735 | 36'735 | 22'147 CHF | 22'515 CHF | 99.72% | 99.72% |
14.11.2024 | 1.82% | 0.61 CHF | 0.62 CHF | 82'000 | 82'000 | 36'162 | 36'162 | 20'810 CHF | 21'172 CHF | 98.56% | 98.56% |
13.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 20'194 CHF | 20'561 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 81'000 | 81'000 | 36'568 | 36'568 | 19'596 CHF | 19'962 CHF | 99.88% | 99.88% |
11.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 80'000 | 80'000 | 35'640 | 35'640 | 18'062 CHF | 18'419 CHF | 99.90% | 99.90% |
08.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 18'424 CHF | 18'790 CHF | 99.04% | 99.04% |
07.11.2024 | 1.97% | 0.54 CHF | 0.55 CHF | 81'000 | 81'000 | 35'876 | 35'876 | 18'550 CHF | 18'910 CHF | 99.90% | 99.90% |