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 | 2.24% | 0.75 CHF | 0.76 CHF | 132'000 | 132'000 | 58'457 | 58'457 | 40'940 CHF | 41'700 CHF | 99.33% | 99.33% |
19.11.2024 | 2.25% | 0.68 CHF | 0.69 CHF | 131'000 | 131'000 | 58'575 | 58'575 | 40'200 CHF | 40'960 CHF | 100.00% | 100.00% |
18.11.2024 | 2.28% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 58'170 | 58'170 | 39'583 CHF | 40'340 CHF | 99.78% | 99.78% |
15.11.2024 | 2.22% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 58'101 | 58'101 | 39'838 CHF | 40'594 CHF | 100.00% | 100.00% |
14.11.2024 | 2.30% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 58'306 | 58'306 | 39'348 CHF | 40'108 CHF | 98.51% | 98.51% |
13.11.2024 | 2.54% | 0.68 CHF | 0.69 CHF | 130'000 | 130'000 | 57'747 | 57'747 | 36'555 CHF | 37'304 CHF | 99.80% | 99.80% |
12.11.2024 | 2.55% | 0.59 CHF | 0.60 CHF | 128'000 | 128'000 | 57'686 | 57'686 | 34'614 CHF | 35'363 CHF | 99.88% | 99.88% |
11.11.2024 | 2.49% | 0.58 CHF | 0.59 CHF | 128'000 | 128'000 | 57'764 | 57'764 | 34'557 CHF | 35'309 CHF | 99.90% | 99.90% |
08.11.2024 | 2.26% | 0.63 CHF | 0.64 CHF | 130'000 | 130'000 | 59'192 | 59'192 | 39'245 CHF | 40'012 CHF | 99.05% | 99.05% |
07.11.2024 | 2.31% | 0.69 CHF | 0.70 CHF | 133'000 | 133'000 | 59'007 | 59'007 | 39'584 CHF | 40'349 CHF | 100.00% | 100.00% |