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 | 2.70% | 0.69 CHF | 0.70 CHF | 66'000 | 66'000 | 28'981 | 28'981 | 23'379 CHF | 23'902 CHF | 99.57% | 99.57% |
19.11.2024 | 3.33% | 0.87 CHF | 0.88 CHF | 64'000 | 64'000 | 28'830 | 28'830 | 21'763 CHF | 22'287 CHF | 99.22% | 99.22% |
18.11.2024 | 3.20% | 0.58 CHF | 0.59 CHF | 68'000 | 68'000 | 30'453 | 30'453 | 17'129 CHF | 17'593 CHF | 99.90% | 99.90% |
15.11.2024 | 3.70% | 0.48 CHF | 0.49 CHF | 68'000 | 68'000 | 27'873 | 27'873 | 14'622 CHF | 15'076 CHF | 91.62% | 91.62% |
14.11.2024 | 1.76% | 1.18 CHF | 1.20 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 30'651 CHF | 31'166 CHF | 99.72% | 99.72% |
13.11.2024 | 1.75% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 28'224 | 28'224 | 26'540 CHF | 26'907 CHF | 99.93% | 99.93% |
12.11.2024 | 1.65% | 0.89 CHF | 0.90 CHF | 64'000 | 64'000 | 28'398 | 28'398 | 26'226 CHF | 26'595 CHF | 99.92% | 99.92% |
11.11.2024 | 1.70% | 0.96 CHF | 0.97 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 25'941 CHF | 26'297 CHF | 99.90% | 99.90% |
08.11.2024 | 1.42% | 1.18 CHF | 1.19 CHF | 60'000 | 60'000 | 27'962 | 27'962 | 31'174 CHF | 31'536 CHF | 97.41% | 97.41% |
07.11.2024 | 1.77% | 0.90 CHF | 0.91 CHF | 64'000 | 64'000 | 28'539 | 28'539 | 25'610 CHF | 25'980 CHF | 100.00% | 100.00% |