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 | 3.54% | 0.28 CHF | 0.29 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 25'427 CHF | 26'342 CHF | 100.00% | 100.00% |
19.11.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 24'671 CHF | 25'585 CHF | 100.00% | 100.00% |
18.11.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 24'981 CHF | 25'897 CHF | 100.00% | 100.00% |
15.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 94'000 | 94'000 | 91'397 | 91'397 | 24'408 CHF | 25'322 CHF | 100.00% | 100.00% |
14.11.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 94'000 | 94'000 | 92'565 | 92'565 | 21'370 CHF | 22'295 CHF | 99.34% | 99.34% |
13.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 94'000 | 94'000 | 91'730 | 91'730 | 23'557 CHF | 24'474 CHF | 100.00% | 100.00% |
12.11.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 24'392 CHF | 25'303 CHF | 98.86% | 100.00% |
11.11.2024 | 2.92% | 0.31 CHF | 0.32 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 29'628 CHF | 30'505 CHF | 99.93% | 99.93% |
08.11.2024 | 2.54% | 0.35 CHF | 0.36 CHF | 90'000 | 90'000 | 85'908 | 85'908 | 33'508 CHF | 34'367 CHF | 100.00% | 100.00% |
07.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 84'000 | 84'000 | 82'886 | 82'886 | 39'218 CHF | 40'046 CHF | 98.41% | 98.41% |