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 | 3.40% | 0.51 CHF | 0.52 CHF | 66'000 | 66'000 | 28'979 | 28'979 | 18'260 CHF | 18'783 CHF | 99.57% | 99.57% |
19.11.2024 | 4.41% | 0.69 CHF | 0.70 CHF | 64'000 | 64'000 | 28'828 | 28'828 | 16'701 CHF | 17'225 CHF | 99.24% | 99.24% |
18.11.2024 | 4.64% | 0.41 CHF | 0.42 CHF | 68'000 | 68'000 | 30'451 | 30'451 | 11'759 CHF | 12'223 CHF | 99.90% | 99.90% |
15.11.2024 | 5.23% | 0.31 CHF | 0.32 CHF | 68'000 | 68'000 | 27'872 | 27'872 | 9'721 CHF | 10'175 CHF | 91.62% | 91.62% |
14.11.2024 | 2.08% | 1.00 CHF | 1.02 CHF | 60'000 | 60'000 | 26'350 | 26'350 | 26'017 CHF | 26'533 CHF | 99.72% | 99.72% |
13.11.2024 | 2.19% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 28'222 | 28'222 | 21'576 CHF | 21'943 CHF | 99.93% | 99.93% |
12.11.2024 | 2.03% | 0.72 CHF | 0.73 CHF | 64'000 | 64'000 | 28'404 | 28'404 | 21'241 CHF | 21'610 CHF | 99.93% | 99.93% |
11.11.2024 | 2.05% | 0.78 CHF | 0.79 CHF | 62'000 | 62'000 | 25'770 | 25'770 | 21'458 CHF | 21'815 CHF | 99.90% | 99.90% |
08.11.2024 | 1.70% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 27'957 | 27'957 | 26'320 CHF | 26'682 CHF | 97.45% | 97.45% |
07.11.2024 | 2.21% | 0.73 CHF | 0.74 CHF | 64'000 | 64'000 | 28'569 | 28'569 | 20'683 CHF | 21'053 CHF | 100.00% | 100.00% |